02286nam a22004571i 4500 000710032 CaToSAGE 20240202172917.0 20170113114336.0 m|||||o||d|||||||| cr ||||||||||| 170109r20172013enka fo 000 0 eng d NEZPRACOVANÝ IMPORT 9781473991293 (ebook) : No price (OCoLC)1017728684 CaToSAGE eng CaToSAGE rda pn UtOrBLW HG6041 .V37 2017 332.645 Varma, Jayanth, author. Pitfalls in single stock futures / Jayanth Varma. London : SAGE Publications Ltd, 2017. 1 online resource : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier SAGE Knowledge. Cases Originally published: Varma, J. (2013). Pitfalls in Single Stock Futures. F&A0508. Ahmedabad: Indian Institute of Management, Ahmedabad. The case describes two episodes where the basic valuation model (cost of carry model) for single stock futures appears to break down. The first involves market manipulation and the second involves an unexpected change in the record date for an already announced dividend. This breakdown leads to large losses for the participant in these futures markets. The case describes two episodes where the basic valuation model (cost of carry model) for single stock futures appears to break down. The first involves market manipulation and the second involves an unexpected change in the record date for an already announced dividend. This breakdown leads to large losses for the participant in these futures markets. Description based on XML content. elektronické knihy fd186907 czenas electronic books eczenas Single stock futures Case studies. Speculation Case studies. Futures market Case studies. SAGE Knowledge. Cases. SAGE Knowledge https://sk.sagepub.com/cases/pitfalls-in-single-stock-futures Plný text SBC EB NEPOSILAT EB