Review of Futures Markets/
Educational Research Foundation Symposia
Educational Research Foundation Symposia
Research Symposium Proceedings
Year: 1995 Issue: 002
Year: 1995 Issue: 002
- Chicago Board of Trade, Contents, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 01, Keywords: implied volatility, stanford university, time series
- Chicago Board of Trade, Introduction, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 02,
- Ulibarri, Carlos A. and Scott, Michael J., Pacific Northwest Laboratories, Richmond, Washington, Epa'S Special Allowance Reserve Auction: A Comparison Between
Market-Based And Survey-Based Price Forecasts, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 03,
- Frechette, Darren L., North Carolina Sate University, Brazilian Soybean Production And The Cbot Futures Profile, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 04, Keywords: agricultural economics, futures price, interest rate, spot price
- HENTSCHEL, LUDGER and KOTHARJ, S.P., William E. Simon Graduate School
of Business Administration, University of Rochester, Life Insurance Or Lottery: Are Corporations Managing Or Taking Risks With Derivatives?, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 05, Keywords: interest rate, standard deviation, underlying asset
- Stutzer, Michael, Department of Finance, University of Minnesota, A Simple Nonparametric Approach To Derivative Security Valuation, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 06,
- Ronn, Ehud I. and Wadhwa, Pavan,
Department of Finance, The University of Texas at Austin, On The Relationship Between Expected Returns And Implied Volatility Of
Interest Rate-Dependent Securities, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 07, Keywords: implied volatility, interest rate, market price, short term, time series
- Hatheway, Frank, Department of Finance, The Pennsylvania State University, A Time Series Model Of Futures Time And Sales Data, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 08,
- RUBINSTEIN, MARK, University of California at Berkeley, Implied Binomial Trees, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 09, Keywords: black scholes, black scholes formula, black scholes model, implied volatility, index futures, index options, interest rate, market efficiency, market price, option price, time series, underlying asset, working paper
- Jackwerth, Jens Carsten and Rubinstein, Mark, University of California, Berkeley, Implied Binomial Trees: Empirical Analysis, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 10, Keywords: black scholes, black scholes formula, cash market, financial economics, futures price, implied volatility, index futures, index futures market, index options, interest rate, option price, option pricing, sample period, short term, standard deviation, underlying asset
- Dumas, Bernard, Professor of Finance, HEC School of Management, Research Professor of Finance, Fuqua School of Business, Duke University, NBER Research Auocuic and CEPR Program Director; Fleming, Jeff, Assistant Professor of Administrative Science, Jones Graduaic School of Administration, Rice University; Whaley, Robert E., T. Austin Finch Foundation Professor of Business Administration, Fuqua School of Business, Duke University., Implied Volatility Functions: Empirical Tests, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 11,
- Chicago Board of Trade, Participants, Research Symposium Proceedings, Vol: 1995, Issue: 002, Article: 12,
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