Trading mechanism design for swap markets

Ming Fan; Xiaorui Hu; Han Zhang

doi:10.1007/978-1-4615-0893-9_4

Trading mechanism design for swap markets

Ming Fan, Xiaorui Hu, Han Zhang

Office of the Dean of Business

Research output: Chapter in book/report/conference proceeding › Chapter › peer-review

Abstract

This paper proposes an electronic market for swap exchange. We have designed a trading mechanism that allows multiple swaps, futures and forwards to be traded on the same market and guarantee that traders will get either the combination of assets or nothing.

Original language	English
Title of host publication	Business Modelling
Subtitle of host publication	Multidisciplinary Approaches Economics, Operational, and Information Systems Perspectives
Editors	Clyde Holsapple, Varghese Jacob, H. Raghav Rao
Publisher	Springer New York
Pages	43-53
Number of pages	11
Edition	1st
ISBN (Electronic)	9781461508939
ISBN (Print)	9780792375555, 9781461352914
DOIs	https://doi.org/10.1007/978-1-4615-0893-9_4
Publication status	Published - 30 Nov 2001

Publication series

Name	Operations Research/ Computer Science Interfaces Series
Publisher	Springer
ISSN (Print)	1387-666X
ISSN (Electronic)	2698-5489

Scopus Subject Areas

General Computer Science
Management Science and Operations Research

User-Defined Keywords

Swap market
Trading mechanism

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1007/978-1-4615-0893-9_4

Cite this

Fan, M., Hu, X., & Zhang, H. (2001). Trading mechanism design for swap markets. In C. Holsapple, V. Jacob, & H. R. Rao (Eds.), Business Modelling: Multidisciplinary Approaches Economics, Operational, and Information Systems Perspectives (1st ed., pp. 43-53). (Operations Research/ Computer Science Interfaces Series). Springer New York. https://doi.org/10.1007/978-1-4615-0893-9_4

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keywords = "Swap market, Trading mechanism",

author = "Ming Fan and Xiaorui Hu and Han Zhang",

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year = "2001",

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doi = "10.1007/978-1-4615-0893-9_4",

language = "English",

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Trading mechanism design for swap markets. / Fan, Ming; Hu, Xiaorui; Zhang, Han.
Business Modelling: Multidisciplinary Approaches Economics, Operational, and Information Systems Perspectives. ed. / Clyde Holsapple; Varghese Jacob; H. Raghav Rao. 1st. ed. Springer New York, 2001. p. 43-53 (Operations Research/ Computer Science Interfaces Series).

Research output: Chapter in book/report/conference proceeding › Chapter › peer-review

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AB - This paper proposes an electronic market for swap exchange. We have designed a trading mechanism that allows multiple swaps, futures and forwards to be traded on the same market and guarantee that traders will get either the combination of assets or nothing.

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Trading mechanism design for swap markets

Abstract

Publication series

Scopus Subject Areas

User-Defined Keywords

UN SDGs

Access to Document

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