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Robust Estimation of the Optimal Hedge Ratio/
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Harris, R. D. F
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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2 |
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Optimal Contract Design: For Whom?/
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Bollen, N. P. B
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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3 |
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Pricing Models of Equity Swaps/
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Wang, M.-C
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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4 |
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Stock Return Dynamics, Option Volume, and the Information Content of Implied Volatility/
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Mayhew, S
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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5 |
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Discretionary Government Intervention and the Mispricing of Index Futures/
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Draper, P
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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6 |
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Options Expiration Effects and the Role of Individual Share Futures Contracts/
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Lien, D
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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7 |
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The Design and Pricing of Fixed- and Moving-Window Contracts: An Application of Asian-Basket Option Pricing Methods to the Hog-Finishing Sector/
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Shao, R
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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8 |
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A Note on the Derivation of Black-Scholes Hedge Ratios/
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Su, T
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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9 |
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Optimum Futures Hedge in the Presence of Clustered Supply and Demand Shocks, Stochastic Basis, and Firm's Costs of Hedging/
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Chang, C. W
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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10 |
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The Interrelation of Price Volatility and Trading Volume of Currency Options/
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Sarwar, G
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
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2003
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