Hedging and the Emergence of Commodity Futures: The Soya Oil Exchange in IndiaRamaswami, Bharat and Singh, Jatinder BirEarlier literature has identified the involvement of `commercial` hedgers as a critical determinant in the evolution of commodity futures. In...
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ForwardLiebenow, Robert C., President, CBOTboard, iowa state, iowa state university, marquette university, purdue university, sprunger purdue university, sprunger purdue,trade, university,...
"Our goal in republishing Review of Futures Markets is to provide an academic research journal that brings a unique balance of theory and practice to the derivatives trading and futures market industry."> Mark Holder, Editor
The Importance of Skewness on HedgingWe derive an Optimal Hedge Ratio (OHR) under the mean-variance-skewness framework, where investors are allowed to have a preference for skewness.more...Regime Dependent Information Contents of Model-Free VolatilityWe assess the information efficiency of the Eurodollar options markets and find that model-free volatility is more informative than model-dependent volatilitiesmore...Response to Public Information in futures MarketsThis paper examines the impact of macroeconomic news announcements on the Australian stock index futures market during the financial crisis of 2007-2008more...News Archives
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