Migration of price discovery in semi regulated derivatives markets
Article Abstract:
An investigation and findings of futures options prices information content, in regulated underlying futures prices scenario of derivative markets are presented, by taking empirical evidences from NYBOT (New York Board of Trade).
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Migration of price discovery in semi regulated derivatives markets
Article Abstract:
An investigation and findings of futures options prices information content, in regulated underlying futures prices scenario are presented, by taking empirical evidences from NYBOT (New York Board of Trade).
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Valuing real options using implied trees and commodity future options
Article Abstract:
The usage of an implied binomial tree to evaluate a real commodity option is described. The usage of commodity future options prices for the calibration of the implied binomial tree is discussed.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2007
User Contributions:
Comment about this article or add new information about this topic:
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