Works matching IS 02707314 AND DT 1986 AND VI 6 AND IP 1

Results: 11

On the Use of European Models to Price American Options on Foreign Currency.

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 93, doi. 10.1002/fut.3990060109

By:

Shastri, Kuldeep;
Tandon, Kishore

Publication type:

Article

Portfolio Model Hedging with Canadian Dollars Futures: A Framework for Analysis.

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 83, doi. 10.1002/fut.3990060108

By:

Marmer, Harry S.

Publication type:

Article

The Hedging Performance of the CD Futures Market.

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 71, doi. 10.1002/fut.3990060107

By:

Overdahl, James A.;
Starleaf, Dennis R.

Publication type:

Article

Random Walk Profits in Currency Futures Trading.

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 109, doi. 10.1002/fut.3990060110

By:

Thomas III, Lee R.

Publication type:

Article

Economic Costs and Benefits of the Proposed One—Minute Time Bracketing Regulation.

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 141, doi. 10.1002/fut.3990060112

By:

Grossman, Sanford J.;
Miller, Merton H.

Publication type:

Article

Sample Path Properties of Futures Prices.

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 127, doi. 10.1002/fut.3990060111

By:

Goldenberg, David H.

Publication type:

Article

Can a Dynamic Strategy Replicate the Returns of a Option?

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 63, doi. 10.1002/fut.3990060106

By:

Asay, Michael;
Edelsburg, Charles

Publication type:

Article

Trading Treasury Bond Spreads against Treasury Bill Futures—A Model and Empirical Test of....

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 41, doi. 10.1002/fut.3990060105

By:

Rentzler, Joel C.

Publication type:

Article

Causal Relationship between Futures Price Volatility and the Cash Price Volatility of GNMA....

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 29, doi. 10.1002/fut.3990060104

By:

Bhattacharya, Anand K.;
Ramjee, Anju;
Ramjee, Balasubramani

Publication type:

Article

Hedging Shelf Registrations.

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 11, doi. 10.1002/fut.3990060103

By:

Chance, Don M.;
Marr, M. Wayne;
Thompson, G. Rodney

Publication type:

Article

Lead-Lag Relationships between Trading Volume and Price Variability: New Evidence.

Published in:

Journal of Futures Markets, 1986, v. 6, n. 1, p. 1, doi. 10.1002/fut.3990060102

By:

Garcia, Philip;
Leuthold, Raymond M.;
Zapata, Hector

Publication type:

Article