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Valuational semantics of rule derivability

✍ Scribed by Lloyd Humberstone

Publisher
Springer Netherlands
Year
1996
Tongue
English
Weight
636 KB
Volume
25
Category
Article
ISSN
0022-3611

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πŸ“œ SIMILAR VOLUMES

Valuation of housing index derivatives
Valuation of housing index derivatives
✍ Melanie Cao; Jason Wei πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 189 KB

## Abstract This study analyzes the valuation of housing index derivatives traded on the Chicago Mercantile Exchange (CME). Specifically, to circumvent the nontradability of housing indices, we propose and implement an equilibrium valuation framework. Assuming a mean‐reverting aggregate dividend pr