BrochureChicago Board of Trade1973 formula, accurately mimic, and kurtosis values while, applications, applications include, applications include monte, applications include monte carlo,...
1987 / ISSUE 1ARTICLE 7
Generalized Duration Hedging With Futures ContractsGoodman, Laurie S., Vice President, Citicorp Investment Bank; Vijayaraghavan, N.R., Manager Capital Markets Analysis, Citicorp I1986 date, affects duration, affects duration estimates, also, and treasury bond futures, appendix, approach, assumption, assumptions, august, august 1985,...
1997 / ISSUE 1ARTICLE 7
Manipulation Of Metals Futures: Lessons From SumitomoGilbert, Christopher L.1986 financial, 1986 financial services, abnonnally prone, activities, activity, again, aggregate long, aggregated, aggregated position, allows, also,...
"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
International Mathematical Finance Conference
Keep pace with the rapid developments in the theory, application, and practice of mathematical finance and financial engineering.
www.bradley.edu/imfc/ Date: 19 Mar 2014 - 22 Mar 2014Event Calendar