Dynamic Asset Allocation with Forwards and Futures

A text on the theory of forward and futures markets which aims at providing readers with knowledge of how prices are established and evolve over time, what opti... » 

A text on the theory of forward and futures markets which aims at providing readers with knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. «