Effect of Stochastic Interest Rates on the Pricing of SPI Futures Contracts
Year of publication: |
1993
|
---|---|
Authors: | Twite, Garry J. |
Published in: |
Australian Journal of Management. - Australian School of Business. - Vol. 17.1993, 2, p. 259-269
|
Publisher: |
Australian School of Business |
Subject: | SPI FUTURES | INTEREST RATES |
-
The Pricing of Australian Index Futures Contracts with Taxes and Transaction Costs
Twite, Garry J., (1998)
-
FORECASTING LONG-MEMORY VOLATILITY OF THE AUSTRALIAN FUTURES MARKET
Yoon, Seong-Min, (2009)
-
The Fisher Relation in the Great Depression and the Great Recession
Laidler, David, (2013)
- More ...
-
Boundary conditions for SPI futures options with daily futures style margin payments
Twite, Garry, (1993)
-
The pricing of Australian imputation tax credits : evidence from individual share futures contracts
Twite, Garry, (1997)
-
An international comparison of capital structure and debt maturity choices
Fan, Joseph P. H., (2010)
- More ...