212
Kroll on Futures Trading Strategy.pdf
Kroll on Futures Trading StrategyKroll on Futures Trading StrategyKroll on Futures Trading Strategy
1篇相似文档
212
(1988年英文版)克罗谈期货交易策略(Kroll on Futures Trading Strategy).pdf
(1988年英文版)克罗谈期货交易策略(Kroll on Futures Trading Strategy)
212
Stanley Kroll - Kroll on Futures Trading Strategy.pdf
Stanley Kroll - Kroll on Futures Trading Strategy
212
AC2 Stanley Kroll Kroll on Futures Trading Strategy.pdf
AC2 Stanley Kroll Kroll on Futures Trading Strategy
49
Futures and Options on Foreign Exchange.ppt
Futures and Options on Foreign ExchangeFutures and Options on Foreign ExchangeFutures and Options on Foreign Exchange
33
Implied volatility surfaces: uncovering regularities for options on nancial futures.pdf
It is well known that the implied volatilities of options on the same underlying asset differ across strike prices and terms to expiration. However, the reason for this remains unclear. Before the development of theory to explain this phenomenon, it may be helpful to better understand the empirical record of implied volatility surfaces. If regularities are discovered which are stable over time, this may aid the development of theories to explain implied volatility surfaces and provide a means to test alternative models. This paper identi es these regularities and subsequent research will examine the implica- tions of these results. While a number of papers have examined individual option markets and identi ed smile patterns, it is not clear whether the conclusions found are based upon idiosyncrasies of a particular market or more generally apply to options in other markets. This research lls this gap in the literature by examining sixteen options markets on nancial futures (comprising
14
CHAPTER 7 Futures and Options on Foreign Exchange.doc
CHAPTER 7 Futures and Options on Foreign Exchangeon,ON,and,AND
1篇相似文档

向豆丁求助:有没有kroll on futures?

如要投诉违规内容,请联系我们按需举报;如要提出意见建议,请到社区论坛发帖反馈。