Séminaire Mathématique de Béjaia
Volume 7, Numéro 1, Pages 19-19
2009-12-31
Authors : Laib Fodil . Radjef Mohammed Said .
This paper deals with the internal structure of the futures market’s platform. A mathematical formulation is proposed to show the links between market components like transactional prices, transactional quantities, and traders’ states like average price, potential and realized wealths. Some mathematical properties of these parameters are stated and demonstrated. The time increment of the open interest and market average price are analyzed.
Futures Market Platform, Traders’ Positions, Open Interest, Market, Average Price.
بوسالم أحلام
.
عابد يوسف
.
ص 117-132.
Yahia Zeghoudi
.
pages 74-88.
Said Houari Amel
.
pages 257-268.
Djebbar Mohammed
.
Sifour Asma
.
Mansouri Roukaya
.
Chaffai Nacéra
.
pages 64-73.
Kirouania K.
.
pages 728-734.