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Informed trading, short sales constraints, and futures' pricing
Hietala, Pekka T.; Jokivuolle, Esa; Koskinen, Yrjö - 2000
Persistent link: https://www.econbiz.de/10001464610
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Informed trading, short sales constraints and futures' pricing
Hietala, Pekka T.; Jokivuolle, Esa; Koskinen, Yrjö - 2000
Persistent link: https://www.econbiz.de/10001473777
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Pricing of futures contracts on coupon bonds : empirical evidence from Finland
Käppi, Jari - In: European financial management : the journal of the … 3 (1997) 3, pp. 321-332
Persistent link: https://www.econbiz.de/10001541515
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On the heteroscedasticity of Finnish cash and derivatives markets
Östermark, Ralf; Höglund, Rune - 1996
Persistent link: https://www.econbiz.de/10000946454
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Pricing of futures contracts on coupon bonds : empirical evidence from Finland
Käppi, Jari - In: The term structure of interest rates and fixed income …, (pp. 62-76). 1998
Persistent link: https://www.econbiz.de/10001324832
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Implied market price of weather risk
Härdle, Wolfgang; López Cabrera, Brenda - 2009
. The weather derivative market is therefore incomplete. This paper implements a pricing methodology for weather derivatives …
Persistent link: https://www.econbiz.de/10003796146
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Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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Derivative securities pricing and modelling
Batten, Jonathan A. (contributor);  … - 2012 - 1. ed.
Persistent link: https://www.econbiz.de/10009574776
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Forecast based pricing of weather derivatives
Härdle, Wolfgang; López Cabrera, Brenda; Ritter, Matthias - 2012
Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...
Persistent link: https://www.econbiz.de/10009511156
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Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 1, pp. 103-110
Persistent link: https://www.econbiz.de/10011420532