" An equilibrium pricing model for weather derivatives in a multi-commodity setting ," Energy Economics , Elsevier, vol. 31(5), pages 702-713, September.Lee, Y. and Oren, S. (2009). An equilibrium pricing model for weather derivatives in a multi-commodity setting. Energy Economics, 31:...
OCC, the world's largest equity derivatives clearing organization, announced today that it set new annual cleared contract volume records for the U.S. exchange-listed options industry. In 2021, OCC cleared 9.93 billion total contracts (options and futures) and 9.87 billion options contracts. Th...
OCC, the world's largest equity derivatives clearing organization, announced today that 2022 set a new annual cleared contract volume record with 10.38 billion contracts cleared and an average daily volume of 41.3 million contracts. Compared to 2021, OCC had a 4.5 percent increase in total...
Allowing banks to submit guesstimates makes it relatively simple to come up with a daily number. The practices suits the vast derivatives markets, which need a daily rate to price products like interest-rate swaps. “It is true that current Libor methodology is very convenient for the derivatives...
Commodity Futures Trading Commission, Notice of Proposed Contract Market Rule Change, 47 Fed. Reg. 11308 (Mar. 16, 1982). Commodities Futures Trading Commission, Chicago Board of Trade; Proposed Amendments Relating to the Government National Mortgage association Certificate Delivery Futures Contract, 48...
a To take advantage of various derivatives tools, such as plain vanilla option, exotic option, interest rate swap, currency swap, swap option, equity linked, credit linked, commodity linked products, etc. to help customers to manage fix assets and liabilities more effectively 要利用各种...
you’d have to look at a managed fund like BT Microcap Opportunities or the equivalent, so in a sense this is rather academic, but it does give you a pointer to the extent that the Australian economy is dependent on these sectors, even after a commodity price fall and the banking price...
It is also the case that not all trackers are equal. So-called ‘Enhanced Trackers’ where the managers have some freedom to track the index somewhat more loosely and use derivatives, supposedly often perform better over the longer term by anticipating index departures and arrivals, but more of...
An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting, Energy Economics 31, 702-713.Y. Lee, S.S. Oren, An equilibrium pricing model for weather derivatives in a multicommodity setting, Energy Economics 31 (2009) 702-713....