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BOTTOM MARK SHOWS WENG LEE CHANG TRADING CORP Diterbitkan Untuk Tanggal Oposisi: Weng Lee Chang Trading, Corp 1101 Hugo Reid Road. Arcadia, CA, 91007 Mark Drawing Code: Trademarkia memungkinkan Anda melihat bagaimana nama pribadi, nama produk, nama merek dagang, atau nama pengguna Anda digunakan pada 530 jaringan sosial baru dan populer. Jadilah yang pertama untuk memesan nama Anda dan dapatkan bantuan untuk menghentikan orang lain menggunakannya - semuanya di satu tempat Silakan Rate and Review untuk WENG LEE CHANG TRADING CORP WENG LEE CHANG TRADING CORP menyediakan suplemen makanan sarang burung untuk suplemen makanan dan suplemen gizi. - Jika Anda baru mengenal LegalForce, masukkan email kontak Anda dan buat kata sandi sebelum Anda memeriksanya. Jika Anda sudah memiliki akun LegalForce, masukkan email dan sandi akun Anda sebelum Anda meninjaunya.Fulir dan Opsi Bibliografi Bibliografi dan Futorial dalam Journal of Futures Markets berisi daftar artikel dengan informasi baru di futures, options, dan derivatif lainnya. Setiap bibliografi mencakup area topik yang terpisah, seperti futures suku bunga, futures komoditas, peraturan, indeks saham berjangka, opsi tunai, opsi futures, dll. Di setiap bidang topik, artikel dipisahkan oleh subtopik (empat sampai 20, tergantung pada tema). Sebagian besar artikel ini berasal dari jurnal akademis, walaupun buku dan artikel majalah penting juga terdaftar. Di bawah ini Anda akan menemukan bibliografi baru-baru ini yang belum dipublikasikan atau baru-baru ini diterbitkan di The Journal of Futures Markets. Bibliografi gabungan yang mencakup semua topik dan artikel yang tercantum dalam JFM dari pertengahan 1980 sampai 1994 dapat diperoleh - mengirim E-mail ke alamat di bawah atau mengirim surat - untuk mendapatkan informasi biaya. Tolong beritahu saya artikel Anda tentang turunan yang diterbitkan di jurnal yang biasanya tidak menerbitkan artikel derivatif atau kertas kerja yang belum diterbitkan (salinan yang terakhir harus dikirim ke alamat di bawah ini, yang menyatakan bahwa jika ada biaya untuk mendapatkan salinan Dari kertas). Biasanya ada penundaan sebelum bibliografi muncul di JFM. Dr. Robert T. Daigler, Departemen Keuangan BA206, College of Business, Florida International University, Miami, Fla 33199 Daftar bibliografi di halaman ini (klik atau di bawah): Terakhir diperbarui: format pada 1498 BIFLIOGRAFI DERIVATIF DAN MASA DEPAN Robert T. Daigler 1. Vipul Bansal, ME Ellis, dan John Marshall, quotThe Pricing dari Swap Suku Bunga Jangka Pendek dan Maju, Jurnal Analis Keuangan. Maret-April 1993, hlm. 82-87. 2. Vipul Bansal, John Marshall, dan Robert Yuyuenyongwatana, Risiko Siklus Bisnis Saham dengan Swaps Makroekonomi: Beberapa Bukti Awal, quot Jurnal Derivatif. Spring 1994, hlm. 50-58. 3. George Benston dan Shehzad Mian, Pelaporan Keuangan Derivatif: Analisis Isu, Evaluasi Proposal, dan Solusi yang Disarankan, quot Journal of Financial Engineering. September 1995, hlm. 217-246. 4. Robin Brenner dan Robert Jarrow, Formula Sederhana untuk Opsi pada Obligasi Diskon, "Kemajuan dalam Futures and Options Research. Vol. 6, 1992, hlm. 45-52. 5. Eric Briys, Michel Crouhy, dan Rainer Schobel, quot Harga Penetapan Tingkat Bunga Default Rate, Perjanjian Dasar dan Perjanjian, dan Journal of Finance. Desember 1991, hlm. 1879-1892. 6. Robert Brooks, Pendekatan Kisi Kutipan untuk Opsi Spread Tingkat Suku Bunga, quot Jurnal Teknik Keuangan. September 1995, hlm. 281-298. 7. Robert Brooks dan D. K. Malhotra, quotComponents dari Bid-Ask Spread of Default-Risk Interest Swaps, quot Kemajuan dalam Futures and Options Research. Vol. 7, 1994, hlm. 237-249. 8. Don Chance, quotThe Pricing dan Hedging of Limited Exercise Caps and Spreads, quot Journal of Financial Research. Musim Dingin 1994, hlm. 561-584. 9. K. C. Chen dan R. Stephen Sears, quotPricing the SPIN, quot Manajemen Keuangan. Musim panas 1990, hlm. 36-47. 10. Ren-Raw Chen, kutipan Klaim Kontesensi Suku Bunga, disertasi kutipan, Universitas Illinois, 1990, 114 hal 11. Ren-Raw Chen dan Louis Scott, quotPricing Pilihan Suku Bunga dalam Model Two-Factor Cox-Ingersoll-Ross Dari Struktur Jangka, quot Review of Financial Studies. Vol. 5 No. 4, 1992, hlm. 613-636. 12. Oren Cheyette, analisis quotOAS untuk CMO, quot Journal of Portfolio Management. Musim panas 1994, hlm. 53-66. 13. Mustafa Chowdhury, Kenneth Kroner, dan Jahangir Sultan, quotVolatility Spillover dari Interest Rate Swaps, quot Journal of Financial Engineering. Juni 1995, hal. 157-186. 14. Sanjiv Ranjan Das, quotCredit Risk Derivatives, quot Jurnal Derivatif. Spring 1995, hlm. 7-23. 15. Paul Doust, Teknik Harga Kuartalan di Swaps and Options Markets, quot Journal of Financial Engineering. Maret 1995, hlm. 11-46. 16. Ajay Dravid, Matthew Richardson, dan Tong-sheng Sun, mengutip Klaim Kontes Domestik Asing: Permohonan Waran Nikeei Index, quot Journal of Derivatives. Fall 1993, hlm. 33-52. 17. Stefan Eckl, Nicholas Robinson, dan Dylan Thomas, Teknik Keuangan: Buku Pegangan Produk Derivatif. Colchester, VT: Blackwell Publishers, 1991. 18. Franklin Edwards dan Michael Canter, quotThe Collapse dari Metallgesellschaft: Resiko yang Tidak Jelas, Strategi Lindung Nilai Buruk, atau Just Bad Luckquot Journal of Futures Markets. Mei 1995, hlm. 211-264. 19. Nicole El-Karoui dan Helyette Geman, Pendekatan Probabilistik Kuadrat terhadap Penilaian Catatan Tingkat Mengambang Umum dengan Aplikasi terhadap Suku Bunga Swaps, quot Kemajuan dalam Futures and Options Research. Vol. 7, 1994, hlm. 47-64. 20. William Falloon, quotHow Appetites Bertumbuh untuk Derivatif Ekuitas OTC, quot Futures Magazine. Januari 1992, hlm. 26-28. 21. Donna Fletcher dan Jahangir Sultan, "Dampak Berita Peraturan dan Perubahan Tingkat Diskonto pada Waktu Mengvariasikan Volatilitas Suku Bunga Swap Spreads, quot Journal of Financial Engineering. September 1994, hlm. 229-252. 22. Ludger Hentschel dan Clifford Smith Jr. Mengendalikan Risiko di Pasar Derivatif, quot Jurnal Teknik Keuangan. Juni 1995, hlm. 101-126. 23. Thomas Ho, quotCMO Yield Attribution dan Option Spreads, quot Journal of Portfolio Management. Spring 1993, hlm. 57-68. 24. John Hull dan Alan White, quotBond Option Pricing Berdasarkan Model untuk Evolusi Harga Obligasi, "Kemajuan dalam Futures and Options Research. Vol. 6, 1992, hlm. 1-14. 25. John Hull dan Alan White, quotPricing Interest-Rate-Derivative Securities, quot Review of Financial Studies. Vol. 3 No. 4, 1990, hlm. 573-592. 26. John Hull dan Alan White, quotThe Pricing of Options on Interest-Rate Caps and Floors Menggunakan Model Hull-White, quot Journal of Financial Engineering. September 1993, hlm. 287-296. 27. Farshid Jamshidian dan Yu Zhu, quotReplikasi Opsi pada Portofolio Obligasi, kutipan Review Futures Markets. Vol. 9 No. 1, 1990, hlm. 84-100. QuotDiscussion, kutip oleh Theodore Day dan Jay Feuerstein, hlm. 101-107. 28. James Kau, Donald Keenan, Walter Muller III, dan James Epperson, Teori Kuantitas dan Efek Mengambang dengan Perbandingan Hipotek Adjustable dan Fixed Rate, quot Journal of Business. Oktober 1993, hlm 595-618. 29. Sung-Hwa Kim dan G. D. Kopenhaver, quotAn Analisis Empiris Swap Suku Bunga Bank, quot Journal of Financial Services Research. Februari 1993, hlm. 57-74. 30. Roland Lochoff, quotThe Contingent-Claims Arms Race, quot Jurnal Manajemen Portofolio. Fall 1993, hlm. 88-92. 31. Francis Longstaff, quotThe Valuation of Options on Yields, quot Jurnal Ekonomi Keuangan. Juli 1990, hlm. 97-121. 32. Ronald Marks, quotDerivatives for the Squeamish: A Treasurer Primer, quot Corporate Cashflow. Desember 1994, hlm. 30-34. 33. John Marshall, quotDerivatives and Risk Management, quot Jurnal Teknik Keuangan. September 1995, hlm. 307-314. 34. John Marshall, quotHedging Business Cycle Risk dengan Macro Swaps and Options, mengutip Continental Bank Journal of Applied Corporate Finance. Musim Dingin 1992, hlm. 103-108. 35. John Marshall, Eric Sorensen, dan Alan Tucker, quotEquity Derivatives: The Plain Vanilla Equity Swap dan Variannya, quot Journal of Financial Engineering. September 1992, hlm. 219-242. 36. John Marshall dan J. Gregg Whittaker, quotPricing Nonamortizing Constant Maturity Swaps, quot Jurnal Teknik Keuangan. Maret 1994, hlm. 43-64. 37. Ann Monroe, quotDerivativesquot CFO: Majalah Eksekutif Senior Keuangan. Juli 1994, hlm. 22-25. 38. J. Austin Murphy, quotAn Uji Empiris Model Harga Opsi Harga Efek Berdasarkan Hipotek, quot Jurnal Ekonomi dan Bisnis. Februari 1991, hlm. 37-48. 39. Paul Nadler, quotDerivatives: The New Kambing hitam, Kreditur Terjamin Dijamin. Juli-Agustus 1994, hlm. 50-52. 40. Sven Rady dan Klaus Sandmann, Pendekatan Langsung terhadap Harga Opsi Utang, quot Review Futures Markets. Vol. 13 No. 2, 1994, hlm. 461-514. QuotDiscussion, oleh Jeroen F. J. de Munnik, hlm. 515-516. 41. Richard Rendleman Jr. quotHow Risks Dibagikan dengan Suku Bunga Swaps, quot Journal of Financial Service Research. Februari 1993, hlm. 5-34. 42. Don Rich, quotA Catatan tentang Penilaian dan Hedging of Equity Swaps, quot Journal of Financial Engineering. Desember 1995, hlm. 323-334. 43. E. Ronn dan R. Sias, quotA Model Binomial Time-Varying yang Sederhana untuk Penilaian Klaim Suku Bunga-Kontingen, agunan dalam Penelitian Futures and Options. Vol. 5, 1991, hal. 89-111. 44. Klaus Sandmann dan Dieter Sondermann, Model Struktur Jangka Waktu dan Harga Derivatif Suku Bunga, Review dari Futures Markets. Vol. 12 No. 2, 1993, hlm. 391-424. QuotDiscussion, quot oleh Lars Tyge Nielsen, hlm. 425-430. 45. Eric Sorensen dan Thierry Bollier, quotPricing Swap Default Risk, quot Jurnal Analis Keuangan. Mei-Juni 1994, hlm. 23-33. 46. ​​David Smith, quotA Metode Sederhana untuk Meninggikan Suku Bunga Swaptions, quot Jurnal Analis Keuangan. Mei-Juni 1991, hlm. 72-76. 47. R. C. Stapleton dan M. G. Subrahmanyam, Analisis dan Penilaian Pilihan Suku Bunga, Journal of Banking and Finance. Desember 1993, hlm. 1079-1095. 48. Yisong Tian, ​​quotA Pendekatan Binomial Sederhana terhadap Harga Klaim Kontesensi Tingkat Bunga, quot Journal of Financial Engineering. Juni 1992, hlm. 14-37. 49. Stuart Turnbull, quotPricing and Hedging Diff Swaps, quot Jurnal Teknik Keuangan. Desember 1993, hlm. 297-334. 50. Martyn Turner, quotBreak-Even Analysis of Knock-Out Options, quot Corporate Finance. September 1993, hlm. 43-45. 1. Warren Bailey dan Edward Ng, quotDefault Premium di Commodity Markets: Teori dan Bukti, quot Journal of Finance. Juli 1991, hlm. 1071-1093. 2. Bill Barden, Allan Hodgson, dan John Okunev, quotArbitrage Bubbles dan Gold Futures Trading, quot Review Futures Markets. Vol. 11 No. 3, 1992, hlm. 323-348. QuotDiscussion, quot oleh A. D. Hall, hlm. 349-354. 3. Abdur Chowdhury, quotFutures Market Efficiency: Bukti dari Tes Koordinasi, mengutip The Journal of Futures Markets. Oktober 1991, hlm. 577-590. 4. Michael Ferguson dan Leonard Schneck, quotThe Flight to Quality: Bukti dari Pasar Berjangka, Review Market Futures. Vol. 12 No. 1, 1993, hlm. 103-132. QuotDiscussion, quot oleh Mark Castelino dan Jay Feuerstein, hlm. 133-142. 5. Philip Hans Franses dan Paul Kofman, quotAn Uji Empiris untuk Paritas antara Harga Logam di LME, mengutip The Journal of Futures Markets. Desember 1991, hlm. 729-736. 6. Harga Patricia Fraser dan Ronald MacDonald, quotSpot dan Forward Metals: Efisiensi dan Time Series Behavior, quot Review of Futures Markets. Vol. 11 No. 1, 1992, hlm. 24-34. Quot Timotius, Lee Hsieh, hlm. 35. 7. Tim Krehbiel dan Lee Adkins, Tes Kointegrasi dari Hipotesis Harapan yang Berharap di Pasar Logam, mengutip Journal of Futures Markets. Oktober 1993, hlm. 753-764. 8. Gang Shyy dan Bob Butcher, quotPrice Equilibrium and Transmission in a Controlled Economy: Studi Kasus Pertukaran Logam di China, mengutip The Journal of Futures Markets. Desember 1994, hlm. 877-890. 9. Mahmoud Wahab, Dinamika Kuantitas dan Penyebaran Optimal di Pasar Berjangka Logam Mulia, mengutip Journal of Futures Markets. April 1995, hlm. 131-166. 10. Mahmoud Wahab, Richard Cohn, dan Malek Lashgari, quotThe Gold-Silver Spread: Integration, Cointegration, Predictability, and Ex-Ante Arbitrage, quot The Journal of Futures Markets. September 1994, hlm. 709-756. 1. Antonios Antoniou dan Andrew Foster, quotThe Pengaruh Perdagangan Berjangka pada Fluktuasi Harga Spot: Bukti untuk Minyak Mentah Brent menggunakan GARCH, quot Jurnal Keuangan dan Akuntansi Bisnis. Juni 1992, hlm. 473-484. 2. Sally Clubley, Perdagangan Minyak Berjangka. 2d. Ed. New York: Nichols Publishing Co. 1990, 129 hal. 3. William Crowder dan Anas Hamed, quotA Uji Koordinasi untuk Efisiensi Pasar Berjangka Minyak, mengutip The Journal of Futures Markets. Desember 1993, hlm. 933-942. 4. Theodore Day dan Craig Lewis, quotForecasting Futures Market Volatility, quot Jurnal Derivatif. Winter 1993, hlm. 33-50. 5. Richard Deaves dan Itzhak Krinsky, quotThe Behavior of Oil Futures Kembali di seputar Konferensi OPEC, mengutip The Journal of Futures Markets. Oktober 1992, hlm. 563-574. 6. Charles Duchock, quotEvidence of Efficiency in United States Harga Minyak Berjangka, disertasinya, United States International University, 1990, 106 hlm 7. Michael Emerson, quot Pengaruh Lindung Nilai musiman terhadap Spread Energi Berjangka: Uji Efisiensi Pasar, quot Disertasi, Universitas Arizona, 1990, 343 hal. 8. Andrew Foster, quotVolume-Volatility Relationships untuk Crude Oil Futures Markets, quot The Journal of Futures Markets. Desember 1995, hlm. 929-952. 9. Kenneth Garbade, Model Dua Faktor, Bebas Arbitrase, Fluktuasi harga minyak mentah, quot Journal of Derivatives. Fall 1993, hlm. 86-97. 10. Rajna Gibson dan Eduardo Schwartz, quotThe Pricing of Kontrak Harga Minyak Mentah Kontrak Berjangka, quot Kemajuan dalam Futures and Options Research. Vol. 6, 1992, hlm. 291-312. 11. Roger Huang, Ronald Masulis, dan Hans Stoll, quotEnergy Shocks and Financial Markets, mengutip The Journal of Futures Markets. Februari 1996, hlm. 1-28. 12. Cindy Ma, quotEnergy Futures: Tinjauan dan Studi Empiris, disertasi, Columbia University, 1988, 220 hal 13. Imad Moosa dan Nabeel Al-Loughani, quotThe Efektivitas Arbitrase dan Spekulasi di Pasar Berjangka Minyak Mentah, Jurnal Pasar Berjangka. April 1995, hlm. 167-186. 14. Mary Graves Pfeffer dan Glenn Vestrat, quotNYMEX Futures dan Pilihan Gas Alam: Kajian Manajemen Resiko Harga, jurnal Petroleum Accounting and Financial Management Journal. Fall-Winter 1993, hlm. 82-88. 15. Gordon Phillips dan Robert Weiner, quotImplicit Options in Forward Contracts: Perkiraan Empiris dari Pasar Perminyakan, kutipan Review Futures Markets. Vol. 9 No. 1, 1990, hlm. 1-14. QuotDiscussion, oleh John Marsons dan Jay Gottlieb, hlm. 15-25. 16. Jing Quan, analisis Time Series dari Spot Minyak dan Pasar Berjangka, disertasi, Universitas Florida, 1990, 155 hal 17. Jing Quan, Prosedur Uji Dua Langkah untuk Penemuan Harga Peran Harga Berjangka, quot Journal of Futures Markets. April 1992, hlm. 139-150. 18. Thomas Schwarz dan Andrew Szakmary, quotPrice Discovery di Pasar Perminyakan: Arbitrase, Cointegration, dan Interval Waktu Analisis, mengutip The Journal of Futures Markets. April 1994, hlm. 147-168. 19. Ivy Schmerken, quotTiga Cara untuk Hedge Oil Risk, kutip Wall Street Computer Review. April 1991, hlm. 50, 52, 54. 20. Apostolos Serletis dan David Banack, quotMarket Efisiensi dan Koordinasi: Permohonan untuk Pasar Perminyakan, kutipan Review Futures Markets. Vol. 9 No. 2, 1990, hlm. 372-380. QuotDiskusi, oleh David Hsieh dan James Hayes, hlm. 381-385. 21. Robert Weiner, quotDefault, Market Microstructure, dan Mengubah Pola Perdagangan di Pasar Teruskan: Studi Kasus Minyak Laut Utara, Journal of Banking and Finance. Oktober 1994, hlm. 955-977. 1. Susan Abbott, quotCleaning the Air for Ground-Breaking Contracts, quot Futures Magazine. Oktober 1991, hlm. 42-44. 2. Susan Abbott, quotMercs Missing Link, quot Majalah Risiko. Juni 1990, hal. 11. 3. Michael Bond dan Brenda Stevenson Marshall, quotOffsetting Biaya Kesehatan yang Tak Terduga dengan Kontrak Berjangka, quot Manajemen Keuangan Kesehatan. Desember 1994, hlm. 54-58. 4. John Byrd dan Tom Zwirlein, Kontrak Perlindungan Lingkungan dan Kontrak Teruskan: Tunjangan Emisi Sulfur Dioksida, kutipan Jurnal Bank Sentral dari Corporate Finance Terapan. Fall 1993, hlm. 109-110. 5. Kasus Karel Jr Robert Shiller, dan Alan Weis, Pasar Futures and Options berbasis kuota di Real Estat, quot Jurnal Manajemen Portofolio. Winter 1993, hlm. 83-92. 6. Greg Condas, quotPricing Efisiensi dan Kinerja Lindung Nilai di Bursa Berjangka Internasional Freight, disertasi, 1990, 195 hal. 7. Samuel Cox dan Robert Schwebach, quotInsurance Futures dan Hedging Insurance Price Risk, quot Journal of Risk and Insurance. Desember 1992, hlm. 628-644. 8. Charles Cuny, quotThe Peran Likuiditas dalam Inovasi Pasar Berjangka, quot Review Studi Keuangan. Vol. 6 No. 1, 1993, hlm. 57-78. 9. Stephen DArcy dan Virginia France, quotCatastrophe Futures: Hedge Better untuk Penanggung, quot Jurnal Risiko dan Asuransi. Desember 1992, hlm. 575-600. 10. Michael Ehrhardt dan Alan Tucker, quotPricing CRB Futures Contracts, quot Jurnal Riset Keuangan. Musim semi 1990, hlm. 7-14. 11. Peggie Elgin, quotNew Futures, Opsi Biarkan Penanggung Diri Hedge Medical Costs, quot Corporate Cashflow. November 1992, hal.14. 12. Edwin Elton dan Martin Gruber, Pasar Modal Jepang: Analisis dan Karakteristik Pasar Ekuitas, Utang, dan Finansial. New York: Harper and Row, 1990, 369 hal 13. Marcello Esposito dan Claudio Giraldi, bukti quotrelasi pribadi di Pasar Baru: Futures pada Obligasi Treasury Italia, mengutip The Journal of Futures Markets. April 1994, hlm. 121-146. 14. Gregory Kane, Robert Brown, et. Al. QuotPreparing untuk Penurunan Bisnis Berikutnya: Bagaimana Manajer Dapat Melawan Resesi Resesi Futures, quot Review Bisnis. Musim Panas-Jatuh 1994, hlm. 21-26. 15. T. Eric Kilcollin dan Michael Frankel, quotFutures and Options Markets: Peran Baru mereka di Eropa Timur, Jurnal Perbankan dan Keuangan. September 1993, hlm. 869-881. 16. Peter Lee, quotHow untuk mengusir setan Derivatif Anda, quot Euromoney. September 1992, hlm. 36-38, 40, 42, 44, 46-48. 17. Jonathan Lewis, quotInsurance Futures: Tidak Ada Sisa Suka Hadir, quot Review Terbaik. Juni 1991, hal. 82, 84, 86. 18. Merton Miller, Inovasi Finansial dan Volatilitas Pasar. Cambridge, MA: Basil Blackwell, 1991, 288 hal 19. Merton Miller, Daya Saing Internasional dari Bursa Berjangka A.S., Journal of Financial Services Research. Desember 1990, hlm. 387-408. QuotComments, oleh Hans Stoll, hlm. 409-414, dan Bruce Kooner, hlm. 415-418. 20. Greg Niehaus dan Stephen Mann, quotThe Trading of Underwriting Risk: Analisis Kontrak Berjangka Asuransi dan Reasuransi, quot Jurnal Risiko dan Asuransi. Desember 1992, hlm. 601-627. 21. Thierry Noyelle, ed. Pasar Keuangan New York: Tantangan Globalisasi. Boulder, Co: Westview Press, 1989, 126 hlm 22. Russ Ray dan Dianna Preece, quotInsurance Futures: Cara Cepat dan Ampuh untuk Melindungi Real Estate, dapatkan Real Estate Finance. Musim Semi 1994, hlm. 30-38. 23. Elayne Sheridan, quotThe Growing Derivatives Market: Persaingan Baik untuk Bisnis, quot Futures Industry. November-Desember 1992, hlm. 10-11, 14. 24. Robert Shiller, quotMeasuring Nilai Aset untuk Setelmen Kas di Pasar Derivatif: Indeks Tindakan Berulang Secara Hedonik dan Futures Abadi, quot Jurnal Keuangan. Juli 1993, hlm. 911-932. 25. Sidharth Sinha, "Pasar Badla dan Futures and Options," Review Futures Markets. Vol. 13 No. 4, 1994, hlm. 1153-1170. QuotDiscussion, kutip oleh Jack S. K. Chang, hlm. 1171-1172. 26. Peter Temple, Opsi Opsi Kesejahteraan Masa Depan, quot Akuntansi. Maret 1992, hlm. 102, 104. 1. Nicholas Apostolou dan Thomas Wilson, quotThe Futures Market: Apa yang Perlu Diketahui oleh Auditor Internal, quot Audit Internal. Spring 1992, hlm. 40-49. 2. Michael Bradbury, Alastair Marsden, et. Al. QuotAccounting for Interest Rate Swap Dianggap sebagai Hedge atau Perdagangan Umum, quot Jurnal Akuntansi. Maret 1993, hlm. 61-64. 3. Michael Bradbury, Alastair Marsden, et. Al. QuotAccounting for Interest Rate Swap Dianggap sebagai Hedge Khusus, quot Jurnal Akuntansi. Desember 1992, hlm. 50-54. 4. James Doering, "Dampak Transaksi Lindung Nilai terhadap Trust Investasi Real Estat," Journal of Real Estate Taxation. Musim Dingin 1994, hlm. 133-152. 5. Dewan Standar Akuntansi Keuangan, Laporan Musyawarah, Termasuk Kesimpulan Tentatif mengenai Isu-Isu Tertentu, Berkaitan dengan Akuntansi Lindung Nilai dan Aktivitas Penyesuaian Risiko lainnya. 1993, hlm. 1-99. 6. Gunter Franke, Persepsi Khusus tentang Risiko Ekonomi dan Lindung Nilai Keuangan, kata Manajerial Keuangan. Vol. 18 No. 3-4, 1992, hlm. 53-70. 7. Paul Herrera dan Jeffrey Callender, Produk dan Layanan Keuangan Terbaik: Produk Terbaik dan Keuangan Arkansas, quot Jurnal Pajak Internasional. Spring 1992, hlm. 75-81. 8. Gary Herrman dan Steven Malvey, Aturan Baru untuk Hedges Bisnis Mengatasi Banyak Ketidakpastian Arkansas Terbaik, quot Jurnal Perpajakan. Maret 1994, hlm. 132-138. 9. Robert Herz, quotHedge Accounting, Derivatives, and Synthetics: FASB mulai memikirkan kembali peraturan, quot Journal of Corporate Accounting and Finance. Spring 1994, hlm. 323-335. 10. Dennis Jennings, Perkembangan Terkini dalam Akuntansi dan Pelaporan Keuangan, quot Jurnal Akuntansi Perminyakan dan Manajemen Keuangan. Musim panas 1992, hlm. 1-11. 11. L. Todd Johnson, Halsey Bullen, et. Al. QuotHedge Accounting: Apakah Deferral the Only Optionquot Jurnal Akuntansi. Januari 1994, hlm. 53-58. 12. L. Todd Johnson dan Victoria Wall, Instrumen Akuntansi Sintetis untuk Pengganti Likuiditas untuk Beberapa Hubungan Lindung Nilai Dewan Standar Akuntansi Keuangan Laporan Status Dewan No. 235. 30 September 1992, hlm. 4-9. 13. John Malindretos, Edgar Norton, et. Al. Pertimbangan quotHedging di bawah FAS R, quot Jurnal Bisnis Mid-Atlantic. Juni 1993, hlm. 199-211. 14. Elizabeth McCarthy, quotFASB: Kompensasi Saham, Hedging, dan Hal Lain, quot Jurnal Akuntansi dan Keuangan Perusahaan. Musim panas 1992, hlm. 497-503. 15. David Morris, Masalah Khusus dalam Akuntansi Hedge: Kasus Histories, quot Akuntansi Bank dan Keuangan. Musim Panas 1992, hlm. 3-12. 16. Paul Munter, quotWhat Merupakan Hedge masih bisa diperdebatkan, quot Jurnal Akuntansi dan Keuangan Perusahaan. Musim panas 1993, hlm. 483-490. 17. David Nusbaum, quotSurviving a NFA Audit, quot Futures. Januari 1993, hlm. 50-52. 18. Jon OSullivan, quotHow untuk Hindari Kesalahan dalam Restrukturisasi Keuangan, Jurnal Minyak dan Gas Bumi. 15 Juni 1992, hlm. 21-23. 19. David Rane, quotHedge atau Not a Hedge EITF 91-4 Mencoba Menjawab Pertanyaan, quot Jurnal Akuntansi dan Keuangan Perusahaan. Spring 1992, hlm. 279-284. 20. Derek Ross, quotHedge Accounting: The Treasurers View, quot Certified Accountant. Juni 1992, hlm. 38-39. 21. John Stewart, quotChallenges of Hedge Accounting, quot Jurnal Akuntansi. November 1989, hlm. 48-50, 52. 22. Linda Volkert, quotEITF Update: Akuntansi Keuangan - Risiko Mata Uang Asing Lindung Nilai, quot Jurnal Akuntansi. Juli 1992, hlm. 115-116. 23. quotFilling the Gaps in Hedge Accounting, quot Futures. Maret 1993, hal. 41. 24. quotHedge Accounting: Studi Eksplorasi Isu yang Mendasari, quot (FASB Research Report) Koperasi Akuntan. Spring 1992, hlm. 62-63. 25. quotHedges, Aturan Mark-to-Market, quot Perpajakan untuk Akuntan. Desember 1993, hal. 321. Robert T. Daigler A. Artikel dan Buku Introductory 1. Fischer Black, quotThe Lubang di Black-Scholes, Majalah Resiko. Maret 1988, hlm. 30-32. 2. Fischer Black, quotLiving Up to the Model, quot Majalah Risiko. Maret 1990, hlm. 11-13. 3. Richard Bookstaber, Option Pricing dan Strategi Investasi. 3d Ed. Chicago: Probus Publishing, 1991, 300 hlm 4. David Caplan, Pilihan Keuntungan: Mendapatkan Tepian Perdagangan di Atas Pasar. Chicago: Probus Publishing, 1991, 222 hal. 5. John Hull, Options, Futures, dan Derivative Securities lainnya. 2nd Ed. Englewood Cliffs, NJ: Prentice Hall, 1993, 339 hlm 6. John Hull dan Alan White, quotModern Greek, quot Majalah Risiko. Desember 1990-Januari 1991, hlm. 65-67. 7. Carl Luft dan Richard Sheiner, Understanding and Trading Listed Stock Options. Chicago: Probus Publishing, 1988, 235 hal. 8. Stuart McLean, ed. Pilihan Eropa dan Pasar Berjangka. Chicago: Probus Publishing, 1991, 1086 hal 9. Lawrence McMillan, Pilihan sebagai Investasi Strategis: Analisis Komprehensif Strategi Opsi Terdaftar. Ed ke-3. New York: New York Institute of Finance, 1993, 882 hal 10. Anthony Neuberger, quotThe Log Contract, quot Journal of Portfolio Management. Musim Dingin 1994, hlm. 74-80. 11. Majalah RisikoFINEX, Dari Black-Scholes sampai Black Holes: New Frontiers in Options. London, Inggris: Risk Magazine Ltd. 1992, 208 hlm 12. Robert Strong, Indeks Volatilitas quotA: Satu Opsi untuk Hedging Portofolio, quot Futures. Februari 1992, hlm. 40-42. 13. Avner Wolf, quotDynamic Management, quot Majalah Risiko. Juni 1990, hlm. 13-15. 14. quotA Perkawinan antara Derivatif Exchange-Traded dan OTC: Opsi FLEX CBOEs, quot Journal of Derivatives. Fall 1993, hlm. 105-107. B. Isu Harga untuk Pasar Opsi Tunai 1. Kaushik Amin dan James Bodurtha Jr. quotDiscrete-Time Valuation of American Options dengan Suku Bunga Stochastic, quot Review of Financial Studies. Spring 1995, hlm. 193-234. 2. Kaushik Amin dan Victor Ng, Penilaian Kuotasi dengan Volatilitas Stokastik yang Stabil, Jurnal Keuangan. Juli 1993, hlm. 881-910. 3. James Ang dan Tsong-yue Lai, quotDeriving Option-Pricing Model: Sintesis, quot Kemajuan dalam Analisis Investasi dan Manajemen Portofolio. Vol. 1, 1991, hlm. 91-106. 4. David Babbel dan Laurence Eisenbery, quotGeneralized Put-Call Parity, quot Jurnal Teknik Keuangan. Desember 1992, hlm. 243-263. 5. David Babbel dan Laurence Eisenbery, quotQuality-Adjusting Options dan Forward Contracts, quot Journal of Financial Engineering. Juni 1993, hlm. 89-126. 6. Thomas Beck, quotBlack-Scholes Revisited: Beberapa Rincian Penting, kutipan Tinjauan Keuangan. Februari 1993, hlm. 77-90. 7. Henk Berkman, quotThe Market Spread, Limit Orders, and Options, quot Journal of Financial Services Research. Januari 1993, hlm. 399-416. 8. Fischer Black dan Piotr Karasinski, quotBond dan Option Pricing Ketika Harga Pendek Lognormal, quot Jurnal Analis Keuangan. Juli-Agustus 1991, hlm. 52-59. 9. Phelim Boyle dan Tom Vorst, Replikasi quotOption dalam Diskrit Time with Transactions Costs, quot Journal of Finance. Maret 1992, hlm. 271-294. 10. Robert Brooks, Jon Corson, dan J. Donal Wales, quotThe Pricing of Index Options when the Underlying Assets Semua mengikuti Diferensial Lognormal, "Kemajuan dalam Futures and Options Research. Vol. 7, 1994, hlm. 65-85. 11. David Bunch dan Herb Johnson, Metode Penilaian Sederhana dan Numerik yang Efisien untuk Penggunaan Amerika Menggunakan Pendekatan Geske-Johnson yang Dimodifikasi, quot Journal of Finance. Juni 1992, hlm. 809-816. 12. Linda Canina, quotThe Harga dan Informasi Isi Derivatif Efek, disertasi, New York University, 1990, 101 hal 13. Kalok Chan, Y. Peter Chung, dan Herb Johnson, quotWhy Option Prices Lag Stock Prices: A Trading- Berdasarkan Penjelasan,. Jurnal Keuangan. Desember 1993, hlm. 1957-1968. 14. David Chen dan Robert Welch, Opsi Harga Band Opsi Khusus pada CBOE dan Redundansi Pilihan, quot Kemajuan dalam Analisis Kuantitatif Keuangan dan Akuntansi. Vol. 1 Bagian B, 1991, hlm. 161-182. 15. David Chen dan Robert Welch, quotThe Mispricing Relatif dari Panggilan Amerika di bawah Model Dividen Alternatif, "Kemajuan dalam Futures and Options Research. Vol. 6, 1992, hlm. 15-44. 16. John Cotner dan Nandkumar Nayar, quotSeasonal Effects di SampP 100 Index Option Returns, quot The Journal of Futures Markets. Agustus 1993, hlm. 453-468. 17. Louis Culumovic dan Robert Welch, quotA Rexamination Constant-Variance American Call Mispricing, quot Kemajuan dalam Futures and Options Research. Vol. 7, 1994, hlm. 177-221. 18. Paul Dawson, quotComparative Pricing of American and European Index Options: Analisis Empiris, quot The Journal of Futures Markets. Mei 1994, hlm. 363-378. 19. Fernando Diz dan Thomas Finucane, quotDo the Options Markets Really Overreactquot Journal of Futures Markets. Mei 1993, hlm. 299-312. 20. Bernard Dumas, Peter Jennergren, dan Bertil Naslund, quotCurrency Option Pricing di Zona Target Kredibel, quot Review Futures Markets. Vol. 12 No. 2, 1993, hlm. 323-340. QuotDiscussion, oleh William K. H. Fung, hlm. 341-346. 21. F. Fabozzi, S. Hauser, dan U. Yaari, quotEarly Exercise of Foreign Currency Options: Faktor Penentu Premi Amerika dan Nilai Tukar Kritis, quot Kemajuan dalam Futures and Options Research. Vol. 4, 1990, hlm. 219-236. 22. Stephen Figlewski dan Steven Freund, quotThe Pricing of Convexity Risk dan Time Decay in Options Markets, quot Journal of Banking and Finance. Januari 1994, hlm. 73-92. 23. Stephen Figlewski dan Gwendolyn Webb, quotOptions, Short Sales, dan Market Completeness, quot Journal of Finance. Juni 1993, hlm. 761-778. 24. Thomas Finucane, perkiraan quotBinomial Opsi Opsi American Call dengan Stochastic Volatilities, quot Kemajuan dalam Futures and Options Research. Vol. 7, 1994, hlm. 113-134. 25. Thomas Finucane, quotPut-Call Parity and Expected Returns,quot Journal of Financial and Quantitative Analysis . December 1991, pp. 445-458. 26. Jeff Fleming and Robert Whaley, quotThe Value of Wildcard Options,quot Journal of Finance . March 1994, pp. 215-236. 27. George Frankfurter and Wai Leung, quotFurther Analysis of the Put-Call Parity Implied Risk-Free Interest Rate,quot Journal of Financial Research . Fall 1991, pp. 217-232. 28. Thomas George and Francis Longstaff, quotBid-Ask Spreads and Trading Activity in the SampP 100 Index Options Market,quot Journal of Financial and Quantitative Analysis . September 1993, pp. 381-398. 29. Espen Gaarder Haug, quotOpportunities and Perils of Using Option Sensitivities,quot Journal of Financial Engineering . September 1993, pp. 253-270. 30. Campbell Harvey and Robert Whaley, quotDividends and SampP 100 Index Option Valuation,quot The Journal of Futures Markets . April 1992, pp. 123-138. 31. David Heath, Robert Jarrow, and Andrew Morton, quotContingent Claim Valuation with a Random Evolution of Interest Rates,quot Review of Futures Markets . Vol. 9 No. 1, 1990, pp. 54-76. quotDiscussion,quot by John Hull and Gregory Habeeb, pp. 77-83. 32. Steven Heston, quotA Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options,quot Review of Financial Studies . Vol. 6 No. 2, 1993, pp. 327-343. 33. Steven Heston, quotInvisible Parameters in Option Prices,quot Journal of Finance . July 1993, pp. 933-948. 34. Jimmy Hilliard, Jeff Madura, and Alan Tucker, quotCurrency Option Pricing with Stochastic Domestic and Foreign Interest Rates,quot Journal of Financial and Quantitative Analysis . June 1991, pp. 139-152. 35. Jimmy Hilliard and Alan Tucker, quotMarket-Determined Premia for American Currency Spot Options,quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 227-240. 36. Jimmy Hilliard and Alan Tucker, quotA Note on Weekday, Intraday, and Overnight Patterns in the Interbank Foreign Exchange and Listed Currency Options Markets,quot Journal of Banking and Finance . December 1992, pp. 1159-1171. 37. John Hull and Alan White, quotEfficient Procedures for Valuing European and American Path-Dependent Options,quot Journal of Derivatives . Fall 1993, pp. 21-33. 38. Farshid Jamshidian, quotAn Analysis of American Options,quot Review of Futures Markets . Vol. 11 No. 1, 1992, pp. 72-80. quotDiscussion,quot by Thomas Stucki, pp. 81-83. 39. Taehoon Kang and B. Wade Brorsen, quotConditional Heteroskedasticity, Asymmetry, and Option Pricing,quot The Journal of Futures Markets . December 1995. 40. In Joon Kim and Suk Joon Kim, quotOptimal Exercise Boundary in a Binomial Option Pricing Model,quot Journal of Financial Engineering . June 1994, pp. 137-158. 41. Myung-Jig Kim, Young-Ho Oh, and Robert Brooks, quotAre Jumps in Stock Returns Diversifiable Evidence and Implications for Option Pricing,quot Journal of Financial and Quantitative Analysis . December 1994, pp. 609-632. 42. Raman Kumar, Atulya Sarin, and Kaldeep Shastri, quotThe Behavior of Option Price Around Large Block Transactions in the Underlying Security,quot Journal of Finance . July 1992, pp. 879-890. 43. Raman Kumar and Kaldeep Shastri, quotThe Predictive Ability of Stock Prices Implied in Option Premia,quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 165-176. 44. Haim Levy and Young Hoon Byun, quotAn Empirical Test of the Black-Scholes Options Pricing Model and the Implied Variance: A Confidence Interval Approach,quot Journal of Accounting, Auditing, and Finance . Fall 1987, pp. 355-369. quotProfessional Adaptation,quot p. 370-374. 45. H. Levy and A. Levy, quotOption Valuation: An Extension of The Binomial Model,quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 49-69. 46. James Wuh Lin, quotInterest Rate Dynamics and the Black-Scholes Call Option Price,quot Advances in Quantitative Analysis of Finance and Accounting . Vol. 3 Part B, Winter 1994. 47. Andrew Lo and Jiang Wang, quotImplementing Option Pricing Models When Asset Returns are Predictable,quot Journal of Finance . March 1995, pp. 87-130. 48. Teppos Martikainen, Jukka Perttunen, and Vesa Puttonen, quotFinnish Turn-of-the-Month Effects: Returns, Volume, and Implied Volatility,quot The Journal of Futures Markets . September 1995. 49. Larry Merville and Dan Pieptea, quotOn the Stochastic Nature of the Stock Price Variance Rate and Strike Price Bias in Option Pricing,quot Advances in Quantitative Analysis of Finance and Accounting . Vol. 1 Part A, 1991, pp. 1-24. 50. Mary Nisbet, quotPut-Call Parity Theory and an Empirical Test of the Efficiency of the London Traded Options Market,quot Journal of Banking and Finance . April 1992, pp. 381-403. 51. John Okunev and Mark Tippett, quotA Multifactor Option Pricing Model,quot Advances in Futures and Options Research . Vol. 6, 1992, pp. 67-80. 52. F. Page Jr. and M. Rzepczynski, quotOption Pricing and Asset Returns in Discrete Time,quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 31-48. 53. Antton Pelsser and Ton Vorst, quotThe Binomial Model and the Greeks,quot Journal of Derivatives . Spring 1994, pp. 45-49. 54. David Peterson, quotA Transaction Data Study of Day-of-the-Week and Intraday Patterns in Option Returns,quot Journal of Financial Research . Summer 1990, pp. 117-132. 55. Vesa Puttonen, quotBoundary Conditions for Index options: Evidence from the Finnish Market,quot The Journal of Futures Markets . August 1993, pp. 545-562. 56. Robert Ritchey, quotA Call Option Valuation for Discrete Normal Mixtures,quot Journal of Financial Research . Winter 1990, pp. 285-296. 57. Mark Rubinstein, quotImplied Binomial Trees,quot Journal of Finance . July 1994, pp. 771-818. 58. Jacques Schnabel and Jason Wei, quotValuing Takeover-Contingent Foreign Exchange Call Options,quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 223-236. 59. L. Scott, quotRandom-Variance Option Pricing: Empirical Tests of the Model and Delta-Sigma Hedging,quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 113-135. 60. Aamir Sheikh, quotTransactions Data Tests of SampP 100 Call Option Pricing,quot Journal of Financial and Quantitative Analysis . December 1991, pp. 459-476. 61. Thomas Stucki and Walter Wasserfallen, quotStock and Option Markets: The Swiss Evidence,quot Journal of Banking and Finance . October 1994, pp. 881-893. 62. H. J. Tan and Hohn Dickinson, quotTests of Options Market Efficiency: A Study of the European Options Exchange,quot Review of Futures Markets . Vol. 9 No. 3, 1990, pp. 552-570. quotDiscussion,quot by Elroy Dimson, pp. 571-575. 63. Yisong Tian, quotA Modified Lattice Approach to Option Pricing,quot The Journal of Futures Markets . August 1993, pp. 563-578. 64. Robert Trippi, Edward Brill, and Richard Hariff, quotPricing Options on an Asset with Bernoulli Jump-Diffusion Returns,quot Financial Review . February 1992, pp. 59-79. 65. Nicholas Valerio III, quotValuation of Cash-Settlement Call Options Containing a Wild-Card Exercise Feature,quot Journal of Financial Engineering . December 1993, pp. 335-364. 66. Jason Wei, quotValuing American Equity Options with a Stochastic Interest Rate: A Note,quot Journal of Financial Engineering . June 1993, pp. 195-206. C. Volatility and Implied Volatility for Cash Option Markets 1. Giovanni Barone-Adesi, Keith Brown, and W. Harlow, quotOn the Use of Implied Volatilities in the Prediction of Successful Corporate Takeovers,quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 147-165. 2. K. Becker and A. Tucker, quotImplied Index Volatilities and Intraweek Effects in the U.S. Equity Market,quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 297-308. 3. Arjun Chatrath, Sanjay Remchander, and Frank Song, quotDoes Options Trading Lead to Greater Market Volatilityquot The Journal of Futures Markets . October 1995. 4. Seungmook Choi and Mark Wohar, quotImplied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets,quot Financial Review . November 1992, pp. 503-530. 5. Fernando Diz and Thomas Finucane, quotThe Time Series Properties of Implied Volatility of SampP 100 Index Options,quot Journal of Financial Engineering . June 1993, pp. 127-154. 6. Joao Duque and Dan Paxson, quotImplied Volatility and Dynamic Hedging,quot Review of Futures Markets . Vol. 13 No. 2, 1994, pp. 381-422. quotDiscussion,quot by William K. H. Fung, pp. 423-428. 7. Robert Engle, Che-Hsuing Hong, Alex Kane, and Jaesun Noh, quotArbitrage Valuation of Variance Forecasts with Simulated Options,quot Advances in Futures and Options Research . Vol. 6, 1992, pp. 393-416. 8. Thomas Finucane, quotA Simple Linear Weighting Scheme for Black-Scholes Implied Volatilities: A Note,quot Journal of Banking and Finance . May 1989, pp. 321-326. 9. Jeff Fleming, Barbara Ostdiek, and Robert Whaley, quotPredicting Stock Market Volatility: A New Measure,quot The Journal of Futures Markets . May 1995, pp. 265-302. 10. Campbell Harvey and Robert Whaley, quotMarket Volatility Prediction and the Efficiency of the SampP 100 Index Option Market,quot Journal of Financial Economics . February 1992, pp. 43-73. 11. Campbell Harvey and Robert Whaley, quotSampP 100 Index Options Volatility,quot Journal of Finance . September 1991, pp. 1551-1561. 12. Ronald Heynen, quotAn Empirical Investigation of Observed Smile Patterns,quot Review of Futures Markets . Vol. 13 No. 2, 1994, pp. 317-354. 13. Ronald Heynen and Harry Kat, quotVolatility Prediction: A Comparison of the Stochastic Volatility, GARCH (1,1), and EGARCH (1,1) Models,quot Journal of Derivatives . Winter 1994, pp. 50-65. 14. Ronald Heynen, Angelien Kemna, and Ton Vorst, quotAnalysis of the Term Structure of Implied Volatilities,quot Journal of Financial and Quantitative Analysis . March 1994, pp. 31-56. 15. Benjamin Hunt, quotA Forecasting Model of Option Pricing Volatility,quot Review of Futures Markets . Vol. 11 No. 3, 1992, pp. 355-366. quotDiscussion,quot by William K. H. Fung, pp. 367-368. 16. G. Andrew Karolyi, quotA Bayesian Approach to Modeling Stock Return Volatility for Option Valuation,quot Journal of Financial and Quantitative Analysis . December 1993, pp. 579-594. 17. In Joon Kim, Keun Chong Kim, and Ross Zisking, quotOn the Apparent Systematic Bias of Implied Volatility in the Black and Scholes Model,quot Advances in Investment Analysis and Portfolio Management . Vol. 2, 1994. 18. Tsong-Yue Lai, Cheng-few Lee, and Alan Tucker, quotAn Alternative Method for Obtaining the Implied Standard Deviation,quot Journal of Financial Engineering . December 1992, pp. 369-375. 19. Christopher Lamoureux and William Lastrapes, quotForecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities,quot Review of Financial Studies . Vol. 6 No. 2, 1993, pp. 293-326. 20. Joel Morse, quotAn Intraweek Seasonality in the Implied Volatilities of Individual and Index Options,quot Financial Review . August 1991, pp. 319-341. 21. Vasanttilak Naik, quotOption Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns,quot Journal of Finance . December 1993, pp. 1969-1984. 22. W. Randolph, B. Rubin, and E. Cross, quotThe Response of Implied Standard Deviations to Changing Market Conditions,quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 265-280. 23. Bruce Resnick, Aamir Sheikh, and Yo-Shin Song, quotTime Varying Volatilities and Calculation of the Weighted Implied Standard Deviation,quot Journal of Financial and Quantitative Analysis . September 1993, pp. 417-430. 24. Stephen Taylor and Xinzhong Xu, quotThe Magnitude of Implied Volatility Smiles: Theory and Empirical Evidence for Exchange Rates,quot Review of Futures Markets . Vol. 13 No. 2, 1994, pp. 355-380. 25. Xinzhong Xu and Stephen Taylor, quotThe Term Structure of Volatility Implied by Foreign Exchange Options,quot Journal of Financial and Quantitative Analysis . March 1994, pp. 57-94. D. Hedging and Other Issues for Cash Option Markets 1. Raj Aggarwal and Edward Gruca, quotIntraday Trading Patterns in the Equity Options Market,quot Journal of Financial Research . Winter 1993, pp. 285-298. 2. Kerry Back, quotAsymmetric Information and Options,quot Review of Financial Studies . Vol. 6 No. 3, 1993, pp. 435-472. 3. Scott Beighley, quotReturn Patterns for Equity Indexes Hedged with Options,quot Journal of Portfolio Management . Winter 1994, pp. 68-73. 4. Bruce Benet and Carl Luft, quotHedge Performance of SPX Index Options and SampP 500 Futures,quot The Journal of Futures Markets . September 1995. 5. Menachem Berg and Giora Moore, quotForeign Exchange Strategies: Spot, Forward and Options,quot Journal of Business Finance and Accounting . April 1991, pp. 449-457. 6. Bruno Biais and Pierre Hillion, quotInsider and Liquidity Trading in Stock and Options Markets,quot Review of Financial Studies . Winter 1994, pp. 743-780. 7. R. Brooks and W. Lloyd, quotOptions on Stocks Versus Index Options: The Portfolio Effect,quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 111-124. 8. J. S. Butler and Barry Schachter, quotUnbiased Estimation of Option Prices: An Examination of the Return from Hedging Options Against Stocks,quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 167-176. 9. Mitzi Carletti and Eric Weigel, quotThe BondCall Option Strategy,quot Journal of Portfolio Management . Fall 1992, pp. 76-83. 10. Don Chance, quotOption Volume and Stock Market Performance,quot Journal of Portfolio Management . Summer 1990, pp. 42-51. 11. Don Chance, quotTranslating the Greek: The Real Meaning of Call Option Derivatives,quot Financial Analysts Journal . July-August 1994, pp. 43-49. 12. Michel Crouhy and Dan Galai, quotHedging with a Volatility Term Structure,quot Journal of Derivatives . Spring 1995, pp. 45-52. 13. Paul Dawson and Gordon Gemmill, quotReturns to Market-Making on the London Traded Options Market,quot Review of Futures Markets . Vol. 9 No. 3, 1990, pp. 666-680. quotDiscussion,quot by Steward Hodges, pp. 681-683. 14. J. David Diltz and Steve Swidler, quotA Comparison of Actual and Theoretical Transaction Cost Estimates for CBOE-Listed Options,quot Advances in Futures and Options Research . Vol. 6, 1992, pp. 355-366. 15. Fernando Diz and Thomas Finucane, quotThe Rationality of Early Exercise Decisions: Evidence from the SampP 100 Index Options Market,quot Review of Financial Studies . Vol. 6 No. 4, Winter 1993, pp. 765-798. 16. Robert Ferguson, quotSome Formulas for Evaluating Two Popular Option Strategies,quot Financial Analysts Journal . September-October 1993, pp. 71-76. 17. S. Ferris, D. Chance, and G. Wolfe, quotTransaction Data Study of Stock Returns and Trading Activity During Option Expiration Periods,quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 149-174. 18. Stephen Figlewski, N. K. Chidambaran, and Scott Kaplan, quotEvaluating the Performance of the Protective Put Strategy,quot Financial Analysts Journal . July-August 1993, pp. 46-56. 19. Philip Fink and Hohn McCrudden, quotCovered Calls can Provide Tax and Financial Advantages,quot Journal of Taxation and Investments . Summer 1993, pp. 291-299. 20. Dan French and Edwin Maberly, quotEarly Exercise of American Index Options,quot Journal of Financial Research . Summer 1992, pp. 127-138. 21. Steven Freund, P. Douglas McCann, and Gwendollyn Webb, quotA Regression Analysis of the Effects of Option Introduction on Stock Variances,quot Journal of Derivatives . Spring 1994, pp. 25-38. 21. John Gilster Jr. quotThe Systematic Risk of Discretely Rebalanced Option Hedges,quot Journal of Financial and Quantitative Analysis . December 1990, pp. 507-516. 22. Oystein Gjerde and Frode Saettem, quotOption Initiation and Underlying Market Behavior: Evidence from Norway,quot The Journal of Futures Markets . December 1995. 23. Mahmoud Haddad and Frank Voorheis, quotInitial Option Trading and Security Risk and Return,quot Journal of Business Fiance and Accounting . November 1991, pp. 903-914. 24. Shmuel Hauser, Azriel Levy and Uzi Yaari, quotTrading Frequency and Implied Transaction Costs of Foreign Exchange Options,quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 37-45. 25. Joanne Hill and Hardy Hodges, quotSampP 500 Hedging Costs: A Look Over Time and Market Environments,quot Financial Analysts Journal . July-August 1994, pp. 69-75. 26. Jimmy Hilliard, quotFinite Horizon Hedge Ratios for American Options: A Minimum Variance Solution,quot Journal of Financial Engineering . March 1994, pp. 1-18. 27. T. Hoggard, A. E. Whalley, and P. Wilmott, quotHedging Option Portfolios in the Presence of Transaction Costs,quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 21-35. 28. Riaz Hussain, quotLong-Term Synthetic Puts,quot Financial Review . February 1993, pp. 25-44. 29. Mel Jameson and William Wilhelm, quotMarket Making in the Options Markets and the Costs of Discrete Hedge Rebalancings,quot Journal of Finance . June 1992, pp. 765-780. 30. Robert Klemkosky and Bruce Resnick, quotA Note on the No Premature Exercise Condition of Dividend Payout Unprotected American Call Options: A Clarification,quot Journal of Banking and Finance . April 1992, pp. 373-379. 31. Haim Levy and James Yoder, quotTrading Losses from Using a Sample Estimate of the Variance in the Black-Scholes Model: A Simulation Analysis,quot Advances in Quantitative Analysis of Finance and Accounting . Vol. 3 Part B, Winter 1994. 32. Harry Marmer and F. K. Louis Ng, quotMean-Semivariance Analysis of Option-Based Strategies: A Total Asset Mix Perspective,quot Financial Analysts Journal . May-June 1993, pp. 47-54. 33. Joseph Mezrich, quotWhen Is a Tree a Hedgequot Financial Analysts Journal . November-December 1994, pp. 75-81. 34. Chandrasekhar Mishra and Jorge Urrutia, quotAn Option-Based Approach to Determining the Optimal Reinsurance Stop-Loss Premium,quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 313-321. 35. Anthony Neuberger, quotOption Replication with Transaction Costs: An Exact Solution for the Pure Jump Process,quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 1-20. 36. Jaesun Noh, Robert Engle, and Alex Kane, quotForecasting Volatility and Option Prices of the SampP 500 Index,quot Journal of Derivatives . Fall 1994, pp. 17-30. 37. James Overdahl and Peter Martin, quotThe Exercise of Equity Options: Theory and Empirical Tests,quot Journal of Derivatives . Fall 1994, pp. 38-50. 38. Percy Poon, quotAn Empirical Examination of the Return Volatility-Volume Relation in Related Markets: The Case of Stock and Options,quot Financial Review . November 1994, pp. 473-496. 39. Peter Pope and Pradeep Yadav, quotThe Impact of Option Expiration on Underlying Stocks: The UK Evidence,quot Journal of Business Finance and Accounting . April 1992, pp. 329-344. 40. Richard Rendleman Jr. and Thomas OBrien, quotThe Effects of Volatility Misestimation on Option-Replication Portfolio Insurance,quot Financial Analysts Journal . May-June 1990, pp. 61-70. 41. Aamir Sheikh, quotThe Behavior of Volatility Expectations and Their Effects on Expected Returns,quot Journal of Business . January 1993, pp. 93-116. 42. Aamir Sheikh and Ehud Ronn, quotA Characterization of the Daily and Intraday Behavior of Returns on Options,quot Journal of Finance . June 1994, pp. 557-580. 43. Robert Strong and Amy Dickinson, quotForecasting Better Hedge Ratios,quot Financial Analysts Journal . January-February 1994, pp. 70-72. 44. Steve Swidler, Lisa Schwartz, and Roger Kristiansen, quotOption Expiration Day Effects in Small Markets: Evidence from the Oslo Stock Exchange,quot Journal of Financial Engineering . June 1994, pp. 177-196. 45. Anand Vijh, quotLiquidity of the CBOE Equity Options,quot Journal of Finance . July 1990, pp. 1157-1180. 46. Robert Welch and Louis Culumovic, quotA Profitable Call Spreading Strategy on the CBOE,quot Journal of Derivatives . Spring 1995, pp. 24-44. 47. Joseph Williams, quotEquilibrium and Options on Real Assets,quot Review of Financial Studies . Vol. 6 No. 4, Winter 1991, pp. 825-850. 48. Rudy Yaksick, quotExpected Optimal Exercise Time of a Perpetual American Option: A Closed-form Solution,quot Journal of Financial Engineering . March 1995, pp. 55-74. 49. Terry Zivney, quotThe Value of Early Exercise in Option Prices: An Empirical Investigation,quot Journal of Financial and Quantitative Analysis . March 1991, pp. 129-138. E. Exotic-Over the Counter Options 1. G. Blazenko, P. Boyle, and K. Newport, quotValuation of Tandem Options,quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 39-49. 2. Laurent Bouaziz, Eric Briys, and Michael Crouhy, quotThe Pricing of Forward-Starting Asian Options,quot Journal of Banking and Finance . October 1994, pp. 823-839. 3. Phelim Boyle, quotNew Life Forms on the Option Landscape,quot Journal of Financial Engineering . September 1993, pp. 217-252. 4. Phelim Boyle and Sok Hoon Lau, quotBumping Up Against the Barrier with the Binomial Method,quot Journal of Derivatives . Summer 1994, pp. 6-14. 5. Phelim Boyle and Inmoo Lee, quotDeposit Insurance with Changing Volatility: An Application of Exotic Options,quot Journal of Financial Engineering . SeptemberDecember 1994, pp. 205-228. 6. Lillian Chew, quotLookback Meets Average-Rate,quot Risk Magazine . March 1989, p.2. 7. O. Cheyette, quotPricing Options on Multiple Assets,quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 68-91. 8. Antoine Conze and Viswanathan, quotPath Dependent Options: The Case of Lookback Options,quot Journal of Finance . December 1991, pp. 1893-1907. 9. Darrell Duffie, quotThe Risk-Neutral Value of the Early Arbitrage Option: A Note,quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 107-110. 10. Gary Gastineau, quotAn Introduction to Special-Purpose Derivatives: Options with a Payout Depending on More than One Variable,quot Journal of Derivatives . Fall 1993, pp. 98-104. 11. Gary Gastineau, quotAn Introduction to Special-Purpose Derivatives: Path-Dependent Options,quot Journal of Derivatives . Winter 1993, pp. 78-86. 12. Gary Gastineau, quotAn Introduction to Special-Purpose Derivatives: Roll Up Puts, Roll Down Calls,and Contingent Premium Options,quot Journal of Derivatives . Summer 1994, pp. 40-43. 13. Joseph Haykov, quotA Better Control Variate for Pricing Standard Asian Options,quot Journal of Financial Engineering . September 1993, pp. 207-216. 14. B. A. Heenk, A. G. Z. Kemna, and A. C. F. Vorst, quotAsian Options on Oil Spreads,quot Review of Futures Markets . Vol. 9 No. 3, 1990, pp. 510-528. quotDiscussion,quot by William K. H. Fung, pp. 529-531. 15. Ronald Heynen and Harry Kat, quotPartial Barrier Options,quot Journal of Financial Engineering . SeptemberDecember 1994, pp. 253-274. 16. Harry Kat, quotContingent Premium Options,quot Journal of Derivatives . Summer 1994, pp. 44-55. 17. Nelson Lacey and Donald Chambers, quotOption Wagering in Point Spread Betting Markets,quot Journal of Derivatives . Fall 1994, pp. 31-37. 18. William Margrabe, quotTriangular Equilibrium and Arbitrage in the Market for Options to Exchange Two Assets,quot Journal of Derivatives . Fall 1993, pp. 60-70. 19. Don Rich, quotThe Mathematical Foundations of Barrier Option-Pricing Theory,quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 267-311. 20. Don Rich and Don Chance, quotAn Alternative Approach to the Pricing of Options on Multiple Assets,quot Journal of Financial Engineering . September 1993, pp. 271-286. 21. Peter Ritchken, L. Sankarasubramanian, and Anand Vijh, quotAveraging Options for Capping Total Costs,quot Financial Management . Autumn 1990, pp. 35-41. 22. Mark Rubinstein, quotDouble Trouble,quot Risk Magazine . December 1991-January 1992, p.73. 23. Mark Rubinstein, quotOne for Another,quot Risk Magazine quot, July-August 1991, pp. 30-32. 24. Mark Rubinstein, quotOptions for the Undecided,quot Risk Magazine . April 1991, p. 43. 25. Mark Rubinstein, quotPay Now, Choose Later,quot Risk Magazine . February 1991, p.13. 26. Mark Rubinstein, quotSomewhere Over the Rainbow,quot Risk Magazine . November 1991, pp. 63-66. 27. Mark Rubinstein, quotTwo into One,quot Risk Magazine . May 1991, p. 49. 28. Mark Rubinstein and Eric Reiner, quotBreaking Down the Barriers,quot Risk Magazine . September 1991, pp. 28-35. 29. Barry Schachter, quotBreaking Up Is Hard to Do: The Risks in the Financial Engineering of Customized Options,quot Journal of Financial Engineering . September 1992, pp. 133-149. 30. Robert Trippi and Don Chance, quotQuick Valuation of the quotBermudaquot Capped Option,quot Journal of Portfolio Management . Fall 1993, pp. 93-99. 31. Stuart Turnbull and Lee Macdonald Wakeman, quotA Quick Algorithm for Pricing European Average Options,quot Journal of Financial and Quantitative Analysis . September 1991, pp. 377-390. 32. Clayton Von Jaeger, quotUse of Average Rate Options to Hedge Translational Exposure,quot Risk Magazine . December 1989-January 1990, p. 33. 33. G. George Yu, quotFinancial Instruments to Lock in Payoffs,quot Journal of Derivatives . Spring 1994, pp. 77-86. 34. Peter Zhang, quotCorrelation Digital Options,quot Journal of Financial Options . March 1995, pp. 75-96. 35. Peter Zhang, quotFlexible Arithmetic Asian Options,quot Journal of Derivatives . Spring 1995, pp. 53-63. 36. Peter Zhang, quotFlexible Asian Options,quot Journal of Financial Engineering . March 1994, pp. 65-84. A. Introductory Articles and Books 1. Theodore Barnhill and William Seale, quotFinancing with Hybrid Securities Having Commodity Option and Forward-Contract Characteristics,quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 137-151. 2. Christopher Bobin, Agricultural Options: Trading, Risk Management, and Hedging . New York: John Wiley and Sons, 1990, 253 pp. 3. Keith Schap, quotEnhancing Cash Yield with Treasury Bond Options,quot Futures . September 1990, pp. 40-42. 1. R. Bahr, quotInterest Rate Futures Options: An Empirical Test of the Ho and Lee Model in the Australian Context,quot Review of Futures Markets . Vol. 12 No. 3, 1993, pp. 661-684. quotDiscussion,quot by Malick Sy, pp. 685-686. 2. David Bates, quotThe Crash of 87: Was It Expected The Evidence from Options Markets,quot Journal of Finance . July 1991, pp. 1009-1044. 3. Menachem Brenner, Georges Coutadon, and Marti Subrahmanyam, quotOptions on Stock Indices and Options on Futures,quot Journal of Banking and Finance . September 1989, pp. 773-782. 4. Nusret Cakici, Sris Chatterjee, and Avner Wolf, quotEmpirical Tests of Valuation Models for Options on T-Note and T-Bond Futures,quot The Journal of Futures Markets . February 1993, pp. 1-14. 5. M. M. Chaudhury, quotSome Easy-to-Implement Methods of Calculating American Futures Option Prices,quot The Journal of Futures Markets . May 1995, pp. 303-344. 6. Mohammed Chaudhury and Jason Wei, quotUpper Bounds for American Futures Options: A Note,quot The Journal of Futures Markets . February 1994, pp. 111-116. 7. Ren-Raw Chen, quotExact Solutions for Futures and European Futures Options on Pure Discount Bonds,quot Journal of Financial and Quantitative Analysis . March 1992, pp. 97-108. 8. Raymond Chiang and Hohn Okunev, quotAn Alternative Formulation on the Pricing of Foreign Currency Options,quot The Journal of Futures Markets . December 1993, pp. 903-908. 9. Kevin Davis, quotThe Pricing of Options on Australian Bank Bill Futures: A Test of the Black Model Using Transactions Data,quot Review of Futures Markets . Vol. 10 No. 3, 1991, pp. 460-476. quotDiscussion,quot by K. R. Sawyer, pp. 477-479. 10. David Feldman, quotEuropean Options on Bond Futures: A Closed Form Solution,quot The Journal of Futures Markets . May 1993, pp. 325-334. 11. Joseph Ghalbouni, Lawrence Kryzanowski, and Minh Chau To, quotTransaction Costs and Option-Pricing Biases: Some Evidence for Options on Foreign Exchange Futures,quot Review of Futures Markets . Vol. 9 No. 1, 1990, pp. 26-48. quotDiscussion,quot by Margaret Monroe and Francis Russell, pp. 49-53. 12. Mike Girou, A. Scott McIllwain, and Dix Pettey, quotOptions Market Implied Consensus Views,quot Review of Futures Markets . Vol. 13 No. 3, 1994, pp. 943-978. quotDiscussion,quot by Paul Fackler and Sheldon Natenberg, pp. 979-996. 13. Mark Harrision, Toan Pham, and Ah Boon Sim, quotThe Market for Options on Ten-Year Treasury Bond Futures in Australia: Some Empirical Evidence Using the Black Model,quot Review of Futures Markets . Vol. 11 No. 3, 1992, pp. 369-410. quotDiscussion,quot by Jayaram Muthuswamy, pp. 411-413. 14. Thomas Ho and Sang Bin Lee, quotInterest Rate Futures Options and Interest Rate Options,quot Financial Review . August 1990, pp. 345-370. 15. James Hutchinson, Andrew Lo, and Tomaso Poggio, quotA Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks,quot Journal of Finance . July 1994, pp. 851-890. 16. Farshid Jamshidian, quotCommodity Option Evaluation in the Gaussian Futures Term Structure Model,quot Review of Futures Markets . Vol. 10 No. 2, 1991, pp. 324-346. quotDiscussion,quot by Andrew Morton and Alfred Kanzler, pp. 347-349. 17. Ira Kawaller, Paul Koch, and Hohn Peterson, quotAssessing the Intraday Relationship between Implied and Historical Volatility,quot The Journal of Futures Markets . May 1994, pp. 323-346. 18. In Joon Kim, quotAnalytic Approximation of the Optimal Exercise Boundaries for American Futures Options,quot The Journal of Futures Markets . February 1994, pp. 1-24. 19. Joon Kim, quotThe Analytic Valuation of American Options,quot Review of Financial Studies . Vol. 3 No. 4, 1990, pp. 547-572. 20. Cheng-kun Kuo, quotThe Valuation of Futures-Style Options,quot Review of Futures Markets . Vol. 10 No. 3, 1991, pp. 480-487. quotDiscussion,quot by Malick Sy, pp. 488-489. 21. Patrick Marchand, quotRelative Futures-Option Pricing and Options on SampP 500 Index Futures: A Test of Market Efficiency,quot dissertation, The University of Alabama, 1990, 171 pp. 22. Patrick Marchand, James Lindley, and Richard Followill, quotFurther Evidence on Parity Relationships in Options on SampP 500 Index Futures,quot The Journal of Futures Markets . September 1994, pp. 757-772. 23. Mario Miranda and Joseph Glauber, quotThe Effects of Price Supports on the Valuation of Options on Agricultural Futures Contracts,quot Review of Futures Markets . Vol. 9 No. 1, 1990, pp. 108-125. quotDiscussion,quot by Paul Fackler and David Parker, pp. 126-133. 24. N. Moore and S. Pruitt, quotArbitrage Opportunities and the Design of Call and Put Price Schedules of a Bond,quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 289-295. 25. Joseph Ogden, Alan Tucker, and Timothy Vines, quotArbitraging American Gold Spot and Futures Options,quot Financial Review . November 1990, pp. 577-592. 26. James Overdahl and Andrew Chen, quotThe Exercise of Options on Agricultural Commodity Futures,quot Review of Futures Markets . Vol. 10 No. 2, 1991, pp. 296-317. quotDiscussion,quot by Bruce Sherrick and James Bittman, pp. 318-323. 27. Ehud Ronn and Robert Bliss Jr. quotA Nonstationary Trinomial Model for the Valuation of Options on Treasury Bond Futures Contracts,quot The Journal of Futures Markets . August 1994, pp. 597-618. 28. Elvira Maria de Sousa Silva and Kandice Kahl, quotReliability of Soybean and Corn Option-Based Probability Assessments,quot The Journal of Futures Markets . October 1993, pp. 765-780. 29. Joel Sternberg, quotA Reexamination of Put-Call Parity on Index Futures,quot The Journal of Futures Markets . February 1994, pp. 79-102. 30. Steve Swidler and J. David Diltz, quotImplied Volatilities and Transaction Costs,quot Journal of Financial and Quantitative Analysis . September 1992, pp. 437-448. 31. Malick Sy, quotPricing of Options on Futures in Thin Markets: Empirical Evidence from the Singapore International Monetary Exchange,quot Review of Futures Markets . Vol. 9, Supplement, 1990, pp. 228-250. quotDiscussion,quot by W. K. H. Fung, pp. 251-257. 32. Stuart Turnbull and Frank Milne, quotA Simple Approach to Interest-Rate Option Pricing,quot Review of Financial Studies . Vol. 4 No. 1, 1991, pp. 87-120. 33. William W. Wilson and Hung-Gay Fung, quotPut-Call Parity and Arbitrage Bounds for Options on Grain Futures,quot American Journal of Agricultural Economics . February 1991, pp. 55-65. 1. David Bullock and Dermot Hayes, quotSpeculation and Hedging in Commodity Options: A Modification of Wolfs Portfolio Model,quot Journal of Economics and Business . August 1992, pp. 201-222. 2. Ira Kawaller, quotA Novel Approach to Transactions-Based Currency Exposure Management,quot Financial Analysts Journal . November-December 1992, pp. 79-80. 3. George Ladd and Steven Hanson, quotPrice-Risk Management with Options: Optimal Market Positions and Institutional Value,quot The Journal of Futures Markets . December 1991, pp. 737-750. 4. Li-Fen Lei, Donald Liu, and Arne Hallam, quotSolving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique,quot The Journal of Futures Markets . August 1995. 5. Bruce Love and Milton Boyd, quotThe Effectiveness of Commodity Options for Stabilizing Grain Revenues,quot Review of Futures Markets . Vol. 13 No. 1, 1994, pp. 155-180. quotDiscussion,quot by Mario Miranda and Christopher Bobin, pp. 181-186. 6. David Shimko, quotOptions on Futures Spreads: Hedging, Speculation, and Valuation,quot The Journal of Futures Markets . April 1994, pp. 183-214. D. Regulation, Legal Issues, and Other Topics 1. Gary Gastineau, quotOption Position and Exercise Limits: Time for a Radical Change,quot Journal of Portfolio Management . Fall 1992, pp. 92-96. 2. Margaret Monroe, quotThe Profitability of Volatility Spreads Around Information Releases,quot The Journal of Futures Markets . February 1992, pp. 1-10. 3. Sheldon Natenberg, Scott Irwin, James Meisner, and Phelim Boyle, quotPanel: Research Directions in Commodity Options - Academic and Practitioner Views,quot Review of Futures Markets . Vol. 9 No. 1, 1990, pp. 134-155. quotDiscussion,quot pp. 156-157. 4. J. Overdahl and J. Choi, quotOption Exercises: Evidence from the Treasury Bond Futures Option Market,quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 217-240. 5. Avner Wolf and Jack Clark Francis, quotOptimal Portfolio Choices of Commodity Options in Incomplete Markets: A Simulation Analysis,quot Advances in Quantitative Analysis of Finance and Accounting . Vol. 1 Part A, 1991, pp. 165-196. The number of recent visitors to this site:LCY Chemical Corp 1704.TW (Taiwan Stock Exchange) LCY CHEMICAL CORP. is a Taiwan-based company principally engaged in the manufacture and sales of chemical products. The Companys products include formaldehyde, paraformaldehyde, isopropyl alcohol, acetone, methyl isobutyl ketone, ethyl acetate, pentaerythritol, sodium formate, thermoplastic rubber, polypropylene, polypropylene short fibers, poly propylene and electrolytic aluminum foils, among others. The Company operates businesses in Taiwan, Mainland China, Southeast Asia, Japan and Korea, among others. CERITA SPONSORED Reuters adalah divisi berita dan media Thomson Reuters. 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