his study provides an ex ante and expost test of market efficiency for the T options on Treasury bond futures contracts traded on the Chicago Board of Trade. All option and future contract price changes are examined from market inception, in October 1982, through the middle of June 1983 for violatio
โฆ LIBER โฆ
Tests of alternate models for the pricing of Korean Treasury bond futures contracts
โ Scribed by Jangkoo Kang; Hyoung-Jin Park
- Book ID
- 116816796
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 173 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0927-538X
No coin nor oath required. For personal study only.
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