Options: Recent Advances in Theory and Practice, Volume 2

Front Cover
Stewart Hodges
Manchester University Press, 1992 - Options (Finance) - 313 pages
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Contents

an empirical analysis
3
when is there separation
13
Optimal replication of contingent claims under transactions
25
two key forecasting problems
42
The stochastic behaviour of market variance implied
69
Some developments in measuring and modelling the term
90
Testing for overreaction in Short Sterling options
104
Twofactor models in option pricing Les Clewlow
133
evolutionary valuation and hedging
147
Pricing interestratederivative securities John Hull
160
International option markets M Desmond Fitzgerald
183
Market making in exchangetraded options
215
Clearance payment and settlement systems in the futures
240
Directions for the future Gary L Gastineau
301
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