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Pricing commodity futures and determining risk premia in a three factor model wi
3 个回复 - 18 次查看 Pricing commodity futures and determining risk premia in athree factor model with stochastic volatility: the case of Brentcrude oil2022-9-27 14:44 - trauzent - Forum

Directly pricing VIX futures: the role of dynamic volatility and jump intensity
2 个回复 - 382 次查看【作者(必填)】Tianyi Wang ,Sicong Cheng ,Fangsheng Yin 【文题(必填)】Directly pricing VIX futures: the role of dynamic volatility and jump intensity 【年份(必填)】2022 【全文链接或数据库名 ...2022-7-12 22:15 - hnhs100 - 求助成功区

求助Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model
1 个回复 - 389 次查看【作者(必填)】Nusret Cakici[/backcolor] Jintao Zhu[/backcolor] 【文题(必填)】Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model 【年份(必填)】2001 【全文链接或数据库 ...2019-5-15 13:54 - cooper56 - 求助成功区

求文献VIX futures and options: Pricing and using volatility products to manage..
5 个回复 - 2401 次查看【作者(必填)】Moran M T, Dash S[/backcolor] 【文题(必填)】VIX futures and options: Pricing and using volatility products to manage downside risk and improve efficiency in equity portfolios 【年份 ...2014-2-24 23:46 - 白塔湖123 - 文献求助专区

Asset Pricing的课件，内容包括CAPM，options，futures等等
3 个回复 - 1700 次查看关于Asset Pricing的课件，内容包括CAPM，options，futures等等，共7个Lecture。2015-10-3 17:42 - qxrqjxw - 金融学（理论版）

文献一篇，A Study of Mispricing and Parity in the Hang Seng Futures and Options
1 个回复 - 637 次查看【作者(必填)】Kelvin Wai Lung Lai 【文题(必填)】A Study of Mispricing and Parity in the Hang Seng Futures and Options Markets[/backcolor] [/backcolor] 【年份(必填)】2002 【全文链接或数据 ...2014-10-29 10:53 - sgping - 求助成功区

文献一篇On the arbitrage-free pricing relationship between index futures
1 个回复 - 655 次查看【作者(必填)】Joseph K. W. Fung† andKam C. Chan‡ 【文题(必填)】On the arbitrage-free pricing relationship between index futures and index options: A note 【年份(必填)】December 1994 ...2014-10-29 10:51 - sgping - 求助成功区

Pricing Catastrophe Insurance Futures and Call Spreads An Arbitrage Approach - S
2 个回复 - 947 次查看【作者(必填)】J. David Cummins and Hélyette Geman[/backcolor] 【文题(必填)】Pricing Catastrophe Insurance Futures and Call Spreads[/backcolor] An Arbitrage Approach - See more at: http://www.iijo ...2013-11-12 10:42 - sfy1990 - 求助成功区

Pricing Catastrophe Insurance Futures and Call Spreads An Arbitrage Approach
1 个回复 - 885 次查看【作者(必填)】J. David Cummins and Hélyette Geman[/backcolor] 【文题(必填)】Pricing Catastrophe Insurance Futures and Call Spreads[/backcolor] An Arbitrage Approach - See more at: http://www.iijo ...2013-11-5 19:17 - sfy1990 - 求助成功区

Pricing and hedging of long-term futures and forward contracts by a three-factor
3 个回复 - 960 次查看【作者(必填)】 Kenichiro Shiraya Akihiko Takahashi 【文题(必填)】 Pricing and hedging of long-term futures and forward contracts by a three-factor 【年份(必填)】 2012 【全文链接或数据库名称(选 ...2013-7-14 00:03 - suoyuanyuan - 求助成功区

Pricing VIX futures: Evidence from integrated physical and risk-neutral ---
1 个回复 - 833 次查看【作者(必填)】Yueh-Neng Lin[/backcolor] 【文题(必填)】Pricing VIX futures: Evidence from integrated physical and risk-neutral probability measures 【年份(必填)】2007 【全文链接或数据库名称(选 ...2013-5-9 17:31 - hnhs100 - 求助成功区

求助经典金融论文Taxes and the pricing of stock index futures
3 个回复 - 1292 次查看【作者】B. Cornell 【文题】Taxes and the pricing of stock index futures 【年份】Journal of Finance (1983) 【全文链接或数据库名称(选填)】2012-3-5 16:26 - chuanouyang - 文献求助专区

An Investigation Of Pricing Models For Live Cattle Futures Options
0 个回复 - 165 次查看 2006-5-6 09:32 - 杠杆效应822 - Forum

Commodity Futures Price Changes: Normality And Implications For Option Pricing
0 个回复 - 277 次查看 2006-5-1 08:30 - 多元线性回归364 - Forum

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