Review of Futures Markets/
Educational Research Foundation Symposia
Educational Research Foundation Symposia
Review of Futures Markets
Year: 1987 Issue: 003
Year: 1987 Issue: 003
- Chicago Board of Trade, Contents, Review of Futures Markets, Vol: 0006, Issue: 003, Article: 01, Keywords: commodity futures, futures option, market efficiency, option pricing, stanford university
- Chicago Board of Trade, Introduction, Review of Futures Markets, Vol: 0006, Issue: 003, Article: 02,
- Murphy, Joseph E. ,Jr., Independent Researcher; Osborne, M. F. M., Physicist, U.S. Department of Defense (Retired), Brownian Motion In The Bond Market, Review of Futures Markets, Vol: 0006, Issue: 003, Article: 03, Keywords: short term, standard deviation, stock market, term structure, time series
- Wolf, Avner S., Associate Professor of Finance, Baruch College, City University of New York; Pohlman, Lawrence F., Associate Goldman, Sachs & Co., Tests Of The Black And Whaley Models For Gold And Silver Futures Options, Review of Futures Markets, Vol: 0006, Issue: 003, Article: 04,
- Followill, Richard A., Assistant Professor of Finance, Appalachian State University, Relative Call Futures Option Pricing: An Examination Of Market Efficiency, Review of Futures Markets, Vol: 0006, Issue: 003, Article: 05, Keywords: black scholes, black scholes model, capital asset pricing, commodity futures, food research institute, food research institute studies, futures contract, futures option, futures price, futures trading, hedge ratio, implied volatility, market efficiency, market price, option price, option pricing, option pricing model, pricing model, research institute studies, standard deviation, time period, transaction cost, treasury bill, underlying asset
- Braga, Francesco S., Ph.D. Candidate, Department of Agricultural Economics and Business, University of Guelph; Martin, Larry J.,, Hedging The Corn And Wheat Variable Import Levy Of The European Community, Review of Futures Markets, Vol: 0006, Issue: 003, Article: 06, Keywords: agricultural economics, hedge ratio, optimal hedge ratio, percent level, short term
- Herbst, Anthony F., Carter Professor of Finance, The University of Texas at El Paso; McCormack, Joseph P., Visiting Assistant Professor of Finance, Texas Christian University, An Examination Of The Risk/Return Characteristics Of Portfolios Combining Commodity Futures Contracts With Common Stocks, Review of Futures Markets, Vol: 0006, Issue: 003, Article: 07,
- Lemer, Robert S;. Mahlmann Karsten; Mielke, John R.; Newmark, Stephen B.; Sheehan, Robert C.; Woodbridge, Jahleel D;, Figlewski,, Appendix And Back Matter: Panel Discussion By Industry Experts On Recent Market Events, Participants, Review of Futures Markets, Vol: 0006, Issue: 003, Article: 08, Keywords: agricultural economics, bond futures, bond futures market, cash market, chicago mercantile exchange, commodity futures, commodity futures trading, commodity futures trading commission, federal reserve, food research institute, futures contract, futures trading, futures trading commission, index futures, interest rate, major market index, market maker, mercantile exchange, new york stock exchange, open interest, price limit, short term, stanford university, stock exchange, stock index, stock index futures, stock market, trading commission, treasury bond, treasury bond futures marketwall street journal,
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