Review of Futures Markets/
Educational Research Foundation Symposia
Educational Research Foundation Symposia
European Futures Research Symposium
Year: 1997 Issue: 001
Year: 1997 Issue: 001
- Hermann, Ral; Narr, Alexander, Neural Networks And The Valuation Of Derivatives - Some Insights Into The Implied Pricing Mechanism Of German Stock Index Option, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 01, Keywords: black scholes, implied volatility, index options, option pricing, risk free, stock index, stock index options, underlying asset
- Kat, Harry M., Commentary, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 02, Keywords: black scholes, black scholes formula, option price
- Veruete, Leticia; Hodges, Steward, Modeling Commodity Futures Spreads: An Empirical Study, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 03, Keywords: commodity futures, futures contract, futures price, option pricing, option pricing model, pricing model, spot price
- Taylor, Stephen J., Commentary, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 04, Keywords: commodity futures
- Gemmill, Gordon; Kamiyama, Naoki, International Transmission Of Option Volatility And Skewness: When You'Re Smiling, Does The Whole World Smile?, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 05, Keywords: chicago mercantile exchange, futures price, implied volatility, index options, long term, mercantile exchange, sample period
- Whaley, Robert E., Commentary, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 06, Keywords: index options
- Gilbert, Christopher L., Manipulation Of Metals Futures: Lessons From Sumitomo, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 07, Keywords: bond futures, cash market, cash price, commodity exchange, commodity futures, commodity futures trading, commodity futures trading commission, futures position, futures price, futures trading, futures trading commission, open interest, price discovery, trading commission, underlying asset
- Green, C. J. B., Commentary, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 08, Keywords: cash price
- Kempf, Alexander; Korn, Alaf, Market Depth And Order Size, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 09, Keywords: index futures, ordinary least squares, price change, stock market, trading volume
- de Jong, Frank, Commentary, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 10,
- Donders, Monique W.M.; Vorst, Ton C.F., Trading Volume, Open Interest And Liquidity In Stock Options Around Earnings Announcements, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 11, Keywords: financial analysts journal, financial economics, implied volatility, market maker, open interest, option price, price change, price discovery, price discovery process, private information, sample period, short term, stock exchange, stock market, time series, trading volume, working paper
- Gwilym, Owain ap, Commentary, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 12, Keywords: financial economics, market volatility, open interest, trading volume
- D'Ecclesia, Rita L.; Castellano, Rosella, Information Flows And Bid-Ask Spread For The Btp Futures, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 13, Keywords: futures contract, futures exchange, futures trading, market maker
- Muller, Sigrid M., Commentary, European Futures Research Symposium, Vol: 0008, Issue: 001, Article: 14,
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