Returns to market-making on the London traded options market
Year of publication: |
1990
|
---|---|
Authors: | Dawson, Paul |
Other Persons: | Gemmill, Gordon (contributor) |
Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 9.1990, 3, p. 666-680
|
Subject: | Derivat | Derivative | Indexbindung | Indexation | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | 1988 |
-
Implied index volatilities and intraweek effects in the US equity market
Becker, Kent Gregory, (1991)
-
The effect of futures trading on the stability of Standard and Poor 500 returns
Kamara, Avraham, (1992)
-
Seasonal effects in the value line and Standard and Poor's 500 cash and futures returns
Çınar, E. Miné, (1992)
- More ...
-
Dowd, Kevin, (2005)
-
Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul, (2009)
-
The impact of volatility derivatives on S&P500 volatility
Dawson, Paul, (2009)
- More ...