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2002 | OriginalPaper | Chapter

Trading Mechanism Design for Swap Markets

Authors : Ming Fan, Xiaorui Hu, Han Zhang

Published in: Business Modelling

Publisher: Springer US

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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.

Metadata
Title
Trading Mechanism Design for Swap Markets
Authors
Ming Fan
Xiaorui Hu
Han Zhang
Copyright Year
2002
Publisher
Springer US
DOI
https://doi.org/10.1007/978-1-4615-0893-9_4