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Put-call-futures parity pricing in Australia
English, John W. - 1993 - 2. draft
Persistent link: https://www.econbiz.de/10000889533
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Some questions on the pricing of SPI futures contracts
Heaney, Richard A. - 1993
Persistent link: https://www.econbiz.de/10000889675
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Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad; Chiarella, Carl - In: The European journal of finance 6 (2000) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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A pricing and hedging comparison of parametric and nonparametric approaches for American index options
Daglish, Toby - In: Journal of financial econometrics : official journal of … 1 (2003) 3, pp. 327-364
Persistent link: https://www.econbiz.de/10002214153
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Valuing the strategic option to sell life insurance business : theory and evidence
Klumpes, Paul J. M.; Shackleton, Mark B. - In: Journal of banking & finance 24 (2000) 10, pp. 1681-1702
Persistent link: https://www.econbiz.de/10001511634
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Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina - 2012
Persistent link: https://www.econbiz.de/10009548356
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Put-call parity with futures-style margining
Easton, Stephen Andrew - 1996
Persistent link: https://www.econbiz.de/10000947719
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Evaluation of volatility forecasts in an economic value framework
Elder, Adam; Gannon, Gerard - In: International review of financial analysis 7 (1998) 3, pp. 221-236
Persistent link: https://www.econbiz.de/10001356596
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The market for options on ten-year Treasury bond futures in Australia : some empirical evidence using the Black model
Harrison, Mark - In: Review of futures markets 11 (1994) 3, pp. 369-410
Persistent link: https://www.econbiz.de/10001185975
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The pricing of underwriting risk in relation to Australian rights issues
Handley, John C. - In: Australian journal of management 20 (1995) 1, pp. 43-74
Persistent link: https://www.econbiz.de/10001192132