Modeling S&P 500 Futures Mispricing Using a Neural Network
Year of publication: |
[2003]
|
---|---|
Authors: | Kat, Harry M. |
Publisher: |
[2003]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: The Review of Futures Markets, Vol. 12, No. 2, 1993 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Vähämaa, Sami, (2004)
-
The informational content of over-the-counter currency options
Christoffersen, Peter, (2004)
-
Modelling the implied probability of stock market movements
Glatzer, Ernst, (2003)
- More ...
-
Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?
Amin, Gaurav S., (2003)
-
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001
Amin, Gaurav S., (2001)
-
Kat, Harry M., (2002)
- More ...