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Efficiency in the pricing of the FTSE 100 futures contract
Miffre, Joëlle - In: European financial management : the journal of the … 7 (2001) 1, pp. 9-22
Persistent link: https://www.econbiz.de/10001558301
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Option pricing: modeling and extracting state-price densities ; a new methodology
Pirkner, Christian - 1999
Persistent link: https://www.econbiz.de/10001402964
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Fundamentals of futures and options markets
Hull, John - 2011 - 7. ed., global ed.
Persistent link: https://www.econbiz.de/10003959819
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Swap pricing : evidence from the sterling swap market
Poskitt, Russell - In: Global finance journal 17 (2006) 2, pp. 294-308
Persistent link: https://www.econbiz.de/10003395954
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Fundamentals of futures and options markets
Hull, John - 2017 - Ninth edition
Persistent link: https://www.econbiz.de/10011377944
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Equity derivatives : corporate and institutional applications
Schofield, Neil C. - 2016
Persistent link: https://www.econbiz.de/10011543176
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The complete book of option spreads and combinations : strategies for income generation, directional moves, and risk reduction
Nations, Scott - 2014
The Complete Book of Option Spreads and Combinations will be the definitive educational resource and reference guide for using option spreads and other sophisticated option strategies. Option spread trading has grown rapidly in recent years due to the reduction in brokerage commissions and ease...
Persistent link: https://www.econbiz.de/10010433567
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Gewinnen mit Optionsstrategien : erfolgreich in der Königsklasse des Terminhandels
Fend, Reinhold - 2017 - 1. Auflage
Persistent link: https://www.econbiz.de/10011403451
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Option implied moments : an application to Nikkei 225 futures options
Ang, Kian Ping; Rahman, Shafiqur; Tan, Kok-hui - In: Review of Pacific Basin financial markets and policies 5 (2002) 3, pp. 301-320
Persistent link: https://www.econbiz.de/10001721000