Efficiency in the pricing of the FTSE 100 futures contracts. European Financial Management, 7, 9-22.Miffre, J. (2001), "Efficiency in the pricing of the FTSE100 futures contract", European Financial Management, Vol. 7, No.1, pp. 9-22....
wiki.mbalib.com|基于7个网页 2. 大宗邮寄 ...lope),不管重量与距离远近都是16.50美元,大宗邮寄(Contract pricing)的顾客将可以享用合约价格。 www.epochtimes.com|基于4个网页 释义: 全部,合同定价法,大宗邮寄
"Volatility Views" Volatility Views 42: Pricing VolContract Futures: Part History, Part Mystery (Podcast Episode 2012) - Movies, TV, Celebs, and more...
This paper studies the pricing efficiency in the FTSE 100 futures contract by linking the predictable movements in futures returns to the time﹙arying risk and risk premia associated with prespecified factors. The results indicate that the predictability of the FTSE 100 futures returns is consistent ...
金融工程英文课件:chapter 8 Principles of pricing forwards, futures and options futures.ppt,Principles of pricing forwards, futures and options futures The concept of price versus value The initial value of a futures contract is zero, but it is changing
Looking to open a futures account without a brokerage account? Learn more + NFA, Exchange, Regulatory and a clearing fee of $0.35 per contract * Single Listed Index Options are subject to a $0.35/contract commission in the Pro Plan and $0.10/contract in the Pro Plus plan, in addition to...
Journal of Derivatives & Hedge Funds“The Pricing of Dividend Futures in the European Market: A First Empirical Analysis,” Unpublished paper - Wilkens, WimschulteWilkens, Sascha, and Jens Wimschulte, 2010, The pricing of dividend futures in the european market: A first empirical analysis, ...
【futures pricing】 futures/ forward price之比较 futures/ forward price与interest rate之比较 A 通常来讲price应该相同 2. a. futures price/ r正相关,由于每日结算后的gain可以在r再投资,此时futures更受欢迎,价格更高 b. futures price/r负相关,则forward更受欢迎,价格更高 ...
1. Standard online $0 commission does not apply to over-the-counter (OTC) equities, transaction-fee mutual funds, futures, fixed-income investments, or trades placed directly on a foreign exchange or in the Canadian market. Options trades will be subject to the standard $0.65 per-contract fee...
Contract Specifications and Option Terminology 这节内容主要是整理一些合约的规则与期权的术语。 现在还看不太懂下面这张期权的各种数据,看完下面对各种术语的解释就可以看懂了。 豆粕m1905的期权 1.Types of Options (期权的种类) 期权的种类有两种,一种是 call option (认购期权,也称看涨期权),另一种是 put ...