๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

An empirical analysis of the price discovery function of Shanghai fuel oil futures market

โœ Scribed by Zhen Wang; Zhenhai Liu; Chao Chen

Book ID
107618288
Publisher
China University of Petroleum (Beijing)
Year
2007
Tongue
English
Weight
149 KB
Volume
4
Category
Article
ISSN
1672-5107

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

An empirical analysis of arbitrage oppor
An empirical analysis of arbitrage opportunities in the treasury bill futures market
โœ Shantaram P. Hegde; Ben Branch ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 967 KB

Shantaram P. Hegde Ben Branch imultaneous spot and futures trading in T-bills permits investors to construct S a combination of spot and futures positions that is a close substitute for a corresponding pure spot bill position. If the net returns on the spot-futures combination exceed the comparable

An empirical analysis of the delivery op
An empirical analysis of the delivery option, marking to market, and the pricing of treasury bond futures
โœ Simon Benninga; Michael Smirlock ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 788 KB

ike many other futures contracts, the Treasury Bond (T-Bond) futures contract L allows the holder of a short position to satisfy the contract by delivering one of the variety of T-Bonds on one of a number of delivery dates. Accordingly, the traditional approach to pricing such contracts has concentr