Volume 32; Issue 11

Journal of Futures Markets

Volume 32; Issue 11
1

What risks do corporate bond put features insure against?

Redouane Elkamhi, Jan Ericsson, Hao Wang
Journal:
Journal of Futures Markets
Year:
2012
Language:
english
File:
PDF, 422 KB
english, 2012
2

Lévy betas: Static hedging with index futures

Hoi Ying Wong, Edwin Kwan Hung Cheung, Shiu Fung Wong
Journal:
Journal of Futures Markets
Year:
2012
Language:
english
File:
PDF, 238 KB
english, 2012
3

A cointegrated commodity pricing model

Katsushi Nakajima, Kazuhiko Ohashi
Journal:
Journal of Futures Markets
Year:
2012
Language:
english
File:
PDF, 1.24 MB
english, 2012