๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Valuation of a European futures option in the BIFFEX market

โœ Scribed by Tvedt, Jostein


Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
174 KB
Volume
18
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A comparison of futures pricing models i
โœ Brailsford, T.J.; Cusack, A.J. ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 234 KB ๐Ÿ‘ 2 views

Problems associated with pricing tests of index futures include the general inability to trade the underlying index as an individual security, thin trading in the constituent stocks of the index, and the inability to adjust for all dividend payments in the underlying index. These problems are discus

The determinants of bid-ask spreads in t
โœ Ding, David K. ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 232 KB ๐Ÿ‘ 1 views

This paper investigates and analyzes the intraday and daily determinants of bid-ask spreads (BASs) in the foreign exchange futures (FXF) market. It is found that the number of transactions and the volatility of FXF prices are the major determinants. The number of transactions is negatively related t