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