What people are saying - Write a review
We haven't found any reviews in the usual places.
FUTURES MARKETS AND THE USE OF FUTURES
FORWARD AND FUTURES PRICES
16 other sections not shown
Other editions - View all
6-month American call option American options American put option assume average Black-Scholes bond price calculated Chapter commodity Consider continuous compounding cost coupon default derivative security discount bond dividend yield dollars equal European call option European option European put option example exchange rate exercise price expiration date Figure financial institution fixed rate floating rate formula forward contract forward price forward rate futures contract futures option futures price gamma holder increases interest rate swap investment investor Journal of Financial LIBOR long position maturity million node non-dividend-paying stock normal distribution open Int option price payment payoff pays percent per annum profit Puts-Settle Price quoted rate of interest risk-free interest rate risk-free rate risk-neutral world riskless sell short position spot price standard deviation stochastic stock index stock price strike price Suppose term structure traded securities Treasury bill underlying asset variable variance Wiener process yield curve zero