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Journal of Futures Markets杂志2007 [推广有奖]

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pengguo 发表于 2016-5-24 12:39:26 |AI写论文

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You have full text access to this contentLong memory in commodity futures volati.pdf (450.95 KB, 需要: 2 个论坛币)

Valuing real options using implied binomial trees and commodity futures options .pdf (324.44 KB, 需要: 2 个论坛币)

Turn-of-the-month and intramonth effects Explanation from the important macroeco.pdf (174.11 KB, 需要: 2 个论坛币)

Trend derivatives Pricing, hedging, and application to executive stock options (.pdf (933.58 KB, 需要: 2 个论坛币)

Transactions in futures markets Informed or uninformed (pages 1159-1174).pdf (267.15 KB, 需要: 2 个论坛币)

The stock closing calland futures price behavior Evidence from the Taiwan future.pdf (292.31 KB, 需要: 2 个论坛币)

The pricing of foreign currency options under jump-diffusion processes (pages 669-695).pdf (237.52 KB, 需要: 2 个论坛币)

The pricing of electricity futures Evidence from the European energy exchange (p.pdf (169.77 KB, 需要: 2 个论坛币)

The information content of option implied volatility surrounding the 1997 Hong K.pdf (212.03 KB, 需要: 2 个论坛币)

The impact of execution delay on the profitability of put-call-futures trading s.pdf (167.88 KB, 需要: 2 个论坛币)

The hidden martingale restriction in Gram-Charlier option prices (pages 517–534).pdf (163.38 KB, 需要: 2 个论坛币)

The finite sample properties of the GARCH option pricing model (pages 599–615).pdf (166.83 KB, 需要: 2 个论坛币)

The effect of futures trading on the distribution of spot index returns Implicat.pdf (3.58 MB, 需要: 2 个论坛币)

Target redemption notes (pages 535–554).pdf (238.2 KB, 需要: 2 个论坛币)

Richardson extrapolation techniques for the pricing of American-style options (p.pdf (379.58 KB, 需要: 2 个论坛币)

Reply to “A comment on 'A hedging deficiency in eurodollar futures'”.pdf (90.05 KB, 需要: 2 个论坛币)

Realized bond—stock correlation Macroeconomic announcement effects (pages 439–469).pdf (241.12 KB, 需要: 2 个论坛币)

Pricing American options on foreign currency with stochastic volatility, jumps, .pdf (294.48 KB, 需要: 2 个论坛币)

Pricing American exchange options in a jump-diffusion model (pages 257–273).pdf (184.93 KB, 需要: 2 个论坛币)

Price discovery in the treasury futures market (pages 1021-1051).pdf (165.17 KB, 需要: 2 个论坛币)

Order imbalance and the pricing of index futures (pages 697-717).pdf (166.78 KB, 需要: 2 个论坛币)

Order imbalance and the dynamics of index and futures prices (pages 1129-1157).pdf (381.27 KB, 需要: 2 个论坛币)

Options listings and individual equity volatility (pages 1–27).pdf (210.69 KB, 需要: 2 个论坛币)

Optimal hedging with a regime-switching time-varying correlation GARCH model (pa.pdf (306.62 KB, 需要: 2 个论坛币)

One-day forward premiums and the impact of virtual bidding on the New York whole.pdf (129.12 KB, 需要: 2 个论坛币)

On inverse carrying charges and spatial arbitrage (pages 305–336).pdf (196.61 KB, 需要: 2 个论坛币)

On estimating an asset's implicit beta (pages 961-979).pdf (737.4 KB, 需要: 2 个论坛币)

Market microstructure effects on volatility at the TAIFEX (pages 1219-1243).pdf (323.17 KB, 需要: 2 个论坛币)

Long memory models for daily and high frequency commodity futures returns (pages.pdf (264.56 KB, 需要: 2 个论坛币)

Investigating nonlinear speculation in cattle, corn, and hog futures markets usi.pdf (490.15 KB, 需要: 2 个论坛币)

Hedging under the influence of transaction costs An empirical investigation on F.pdf (179.26 KB, 需要: 2 个论坛币)

Forecasting performance of extreme-value volatility estimators (pages 1085-1105).pdf (148.58 KB, 需要: 2 个论坛币)

Extreme volatility, speculative efficiency, and the hedging effectiveness of the.pdf (798.12 KB, 需要: 2 个论坛币)

Equity swaps in a LIBOR market model (pages 893-920).pdf (278.02 KB, 需要: 2 个论坛币)




Canonical valuation and hedging of index options (pages 771-790).pdf (489.17 KB, 需要: 2 个论坛币)

Benchmark tipping and the role of the swap market in price discovery (pages 981-1001).pdf (314.08 KB, 需要: 2 个论坛币)

Back to the future Futures margins in a future credit default swap index futures.pdf (235.78 KB, 需要: 2 个论坛币)

Approximate basket option valuation for a simplified jump process (pages 819-837).pdf (176.26 KB, 需要: 2 个论坛币)

AN examination of short QQQ option trades (pages 739-770).pdf (375.72 KB, 需要: 2 个论坛币)

An examination of momentum strategies in commodity futures markets (pages 227–256).pdf (247.75 KB, 需要: 2 个论坛币)

An empirical analysis of the relationship between hedge ratio and hedging horizo.pdf (174.54 KB, 需要: 2 个论坛币)

An efficient approximation method for American exotic options (pages 29–59).pdf (238.83 KB, 需要: 2 个论坛币)

A new look at hedging with derivatives Will firms reduce market risk exposure (p.pdf (182.58 KB, 需要: 2 个论坛币)

A comment on “A hedging deficiency in eurodollar futures” (pages 187–193).pdf (87.1 KB, 需要: 2 个论坛币)

2007年统计.xlsx (15.08 KB)

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