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Valuation of stock index futures and their relation to the underlying index : theory and evidence
Junkus, Joan C. - 1984
Persistent link: https://www.econbiz.de/10000832569
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Options on stock indexes : a comparison of the black-scholes option pricing formula and an autogregressive model
Halpern, Marc - 1985
Persistent link: https://www.econbiz.de/10000834665
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Institutional investment management : equity and bond portfolio strategies and applications
Fabozzi, Frank J. - 2009
Persistent link: https://www.econbiz.de/10003865444
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Asymmetric pricing of implied systematic volatility in the cross-section of expected returns
Delisle, R. Jared; Doran, James S.; Peterson, David R. - In: The journal of futures markets 31 (2011) 1, pp. 34-54
Persistent link: https://www.econbiz.de/10008908412
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Limits of arbitrage, sentiment and pricing kernel : evidence from index options
Han, Bing (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101537
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Options trading and the CAPM
Vanden, Joel M. - In: The review of financial studies 17 (2004) 1, pp. 207-238
Persistent link: https://www.econbiz.de/10001907142
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The pricing of minicipal bond index futures
Hamilton, Thomas R. - In: The journal of futures markets 14 (1994) 5, pp. 575-596
Persistent link: https://www.econbiz.de/10001169816
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Are jumps in stock returns diversifiable? : Evidence and implications for option pricing
Kim, Myung-jig - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 609-631
Persistent link: https://www.econbiz.de/10001175113
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Pricing stock index futures with stochastic interest rates
Cakici, Nusret - In: The journal of futures markets 11 (1991) 4, pp. 441-452
Persistent link: https://www.econbiz.de/10001109935
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General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 287-308
Persistent link: https://www.econbiz.de/10001113535