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The Performance of Market Index Futures Contracts
How They Are Related
The Political Economy of Futures Market Regulation
17 other sections not shown
American call option American option analysis arbitrage arbitrageurs asset allocation assumed assumptions average beta bid-ask spread Black and Scholes Black-Scholes bonds box spread cash CBOE CBOT cent commodity common stock correlation deﬁned distribution early exercise effect equation equity estimate European example exercise price expected return expiration days ﬁnancial Financial Economics ﬁrm ﬁrst formula futures contract futures markets futures option futures price Galai hedge ratio hedged position insured portfolio interest rate investment investor loss market makers maturity Merton mispricing nonsimultaneity optimal option contracts option price option strategies option trade option value options market period portfolio insurance premium pricing model probability proﬁt purchase put option put-call parity rate of return reﬂect retum risk riskless hedge risky asset securities sell short position signiﬁcant speciﬁc spot standard deviation stock index stock price striking price Table tion transaction costs underlying stock valuation variability variance rate volatility zero