✦ LIBER ✦

Put-call parity with futures-style margining

✍ Scribed by Easton, Stephen A.

Publisher: John Wiley and Sons
Year: 1997
Tongue: English
Weight: 167 KB
Volume: 17
Category: Article
ISSN: 0270-7314
DOI: 10.1002/(sici)1096-9934(199704)17:2<215::aid-fut4>3.0.co;2-m

No coin nor oath required. For personal study only.

✦ Synopsis

Prior to 1993, the Sydney Futures Exchange only provided "CHIT" data. These data are sourced from the written records (or "chits") filled in by the traders on the trading floor. They are not timeprecise.

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