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Derivatives Markets
Latest Publications
TOTAL DOCUMENTS
17
(FIVE YEARS 0)
H-INDEX
1
(FIVE YEARS 0)
Published By Routledge
9781315689241
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Latest Documents
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OPTION PRICING IN CONTINUOUS TIME
Derivatives Markets
◽
10.4324/9781315689241-16
◽
2016
◽
pp. 539-594
Keyword(s):
Option Pricing
◽
Continuous Time
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OPTION PRICING IN DISCRETE TIME, PART 2: DYNAMIC HEDGING AND THE MULTI-PERIOD BINOMIAL OPTION PRICING MODEL, N>1
Derivatives Markets
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10.4324/9781315689241-14
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2016
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pp. 473-506
Keyword(s):
Option Pricing
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Discrete Time
◽
Pricing Model
◽
Dynamic Hedging
◽
Option Pricing Model
◽
Time Part
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MODEL-BASED OPTION PRICING IN DISCRETE TIME, PART 1: THE BINOMIAL OPTION PRICING MODEL (BOPM, N=1)
Derivatives Markets
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10.4324/9781315689241-13
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2016
◽
pp. 435-472
Keyword(s):
Option Pricing
◽
Discrete Time
◽
Pricing Model
◽
Model Based
◽
Option Pricing Model
◽
Time Part
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OPTION TRADING STRATEGIES, PART 2
Derivatives Markets
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10.4324/9781315689241-12
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2016
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pp. 415-434
Keyword(s):
Trading Strategies
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Option Trading
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OPTION TRADING STRATEGIES, PART 1
Derivatives Markets
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10.4324/9781315689241-10
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2016
◽
pp. 345-368
Keyword(s):
Trading Strategies
◽
Option Trading
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SPOT, FORWARD, AND FUTURES CONTRACTING
Derivatives Markets
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10.4324/9781315689241-1
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2016
◽
pp. 3-32
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STRUCTURED PRODUCTS, INTEREST-RATE SWAPS
Derivatives Markets
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10.4324/9781315689241-8
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2016
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pp. 273-320
Keyword(s):
Interest Rate
◽
Structured Products
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Interest Rate Swaps
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HEDGING WITH FUTURES CONTRACTS, BASIS RISK, AND SPREADING
Derivatives Markets
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10.4324/9781315689241-6
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2016
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pp. 163-210
Keyword(s):
Futures Contracts
◽
Basis Risk
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FUTURES CONTRACTS: MARKET ORGANIZATION
Derivatives Markets
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10.4324/9781315689241-5
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2016
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pp. 121-162
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Cited By ~ 1
Keyword(s):
Futures Contracts
◽
Market Organization
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RISK-NEUTRAL VALUATION, EMMS, THE BOPM, AND BLACK-SCHOLES
Derivatives Markets
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10.4324/9781315689241-17
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2016
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pp. 595-636
Keyword(s):
Black Scholes
◽
Risk Neutral
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