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The Proposed Introduction Of Futures Style Margining In The Us
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Book Synopsis The Proposed Introduction of Futures - Style Margining in the U.S by : George W. Kutner
Download or read book The Proposed Introduction of Futures - Style Margining in the U.S written by George W. Kutner and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We extend the quadratic approximation method to examine American-style options traded using futures-style margining and show that an early exercise premium can exist when the cost of carry is negative. Empirical results based on a reduced form of the model using futures-style call options traded on the Australian All Ordinaries Share Price Index, are consistent with previous research - call option early exercise premiums are economically zero. Full option prices are examined by comparing observed futures-style with theoretical stock-style values. We find futures-style exceed stock-style values and argue that the increase results from improvements in liquidity. The findings are particularly relevant given the pending decision at the Commodity Futures Trading Commission to introduce a futures-style system in the United States.
Book Synopsis Pricing Options with Futures-Style Margining by : Alan White
Download or read book Pricing Options with Futures-Style Margining written by Alan White and published by Routledge. This book was released on 2014-02-04 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the applicability of a relatively new and powerful tool, genetic adaptive neural networks, to the field of option valuation. A genetic adaptive neural network model is developed to price option contracts with futures-style margining. This model is capable of estimating complex, non-linear relationships without having prior knowledge of the specific nature of the relationships. Traditional option pricing models require that the researcher or practitioner specify the distribution of the underlying asset. In addition, the methodology is able to easily accommodate additional inputs(something that cannot be preformed with existing models. Since 1973, options on stock have been traded on organized exchanges in the United States. An option on a stock gives the option owner the right to buy or sell the stock for a pre-set price.. Since the introduction of stock options, the options market has experienced tremendous growth and has spawned even more exotic types of derivative securities. Obviously, valuing these securities is an issue of great importance to investors and hedgers in the financial marketplace. Existing pricing models produce systematic pricing errors and new models have to be developed for options with differing characteristics. The genetic adaptive neural network is found to provide more accurate valuation than a traditional option pricing model when applied to the 3-month Eurodollar futures-option contract traded on the London International Financial Futures and Options Exchange.
Book Synopsis Valuation of American Options, with Futures-style Margining, on Long Gilt Futures by : C. Gavin O'Neill
Download or read book Valuation of American Options, with Futures-style Margining, on Long Gilt Futures written by C. Gavin O'Neill and published by . This book was released on 1995 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Federal Register written by and published by . This book was released on 2013-02 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Code of Federal Regulations written by and published by . This book was released on 2000 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Energy Markets written by Tom James and published by John Wiley & Sons. This book was released on 2012-11-27 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: Price Risk Management and Trading. Energy risk management expert, Tom James, does it again. His latest book is a timely addition to the rapidly developing energy trading markets. This book should be on every energy trader, risk manager and corporate planer's desk. it is an easy read as Tom goes into great detail to explain the intricacies of this market and its various unique elements. - Peter C. Fusaro, Chairman, Global Change Associates Inc., Best-selling Author and Energy Expert This sensible and practical guide is essential for those seeking an understanding of commerce in energy derivatives. beyond merely informative, this hand book for the practitioner details the finer points of the use of derivatives as tools for price-risk management. No energy trading desk should be without it. - Ethan L. Cohen, Senior Director, Utility and Energy Technology, UtiliPoint International Inc. Energy markets are much more volatile than other commodity markets, so risk mitigation is more of a concern. Energy prices, for example, can be affected by weather, geopo9litical turmoil, changes in tax and legal systems, OPEC decisions, analysis' reports, transportation issues, and supply and demand - to name just a few factors. Tom James's book is a practical guide to assessing and managing these risks. It is a must-read for senior management as well as risk and financial professionals.- Don Stowers, Editor, Oil & Gas Financial Journal This book is the most comprehensive on price risk management-centric efforts. It provides the reader with a tangible experience of derivatives in today's capital and energy markets. The breadth and scope of the passages are immense, in that both developed and developing countries' energy markets are considered and examples applied. Terrific read! - Rashpal Bhatti, Marketing Manager, Energy Trading Asia, Enron/BHP Billiton Tom James has simplified the intricacies of a very complex market. In this new market of "hot" commodities, he has been able to give a fresh course to those who are new to the energy markets and a solid review for those that are well seasoned. he covers everything within the oil market from A to Z in this book and does it well. Coming from a financial background myself, it's good to finally find a book that can bring a better understanding to the field of energy commodities. - Carl Larry, Vice President Citi Energy Global Commodities
Download or read book Energy Price Risk written by T. James and published by Springer. This book was released on 2002-12-03 with total page 553 pages. Available in PDF, EPUB and Kindle. Book excerpt: Energy Price Risk was inspired by the success of the courses Tom James has been running in global energy and commodities trading and price risk management. It is the practitioner's guide to optimizing company performance using the correct price risk strategies and tools. Based on the author's extensive experience in the commodity derivatives industry, it comprehensively covers the full spectrum of the energy complex, including crude oil, petroleum products, natural gas, LPG/LNG and electricity. Using many worked examples, this book offers practical insights and solutions.
Author :United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry Publisher : ISBN 13 : Total Pages :868 pages Book Rating :4.:/5 (319 download)
Book Synopsis Futures Trading Practices Act of 1991--S. 207 by : United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry
Download or read book Futures Trading Practices Act of 1991--S. 207 written by United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry and published by . This book was released on 1991 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Commodity "tax Straddles" by : United States. Congress. House. Committee on Ways and Means
Download or read book Commodity "tax Straddles" written by United States. Congress. House. Committee on Ways and Means and published by . This book was released on 1981 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry Publisher : ISBN 13 : Total Pages :168 pages Book Rating :4.:/5 (319 download)
Book Synopsis Over-the-counter Derivatives by : United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry
Download or read book Over-the-counter Derivatives written by United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry and published by . This book was released on 1999 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Handbook of World Stock, Derivative & Commodity Exchanges by :
Download or read book The Handbook of World Stock, Derivative & Commodity Exchanges written by and published by . This book was released on 2009 with total page 1272 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :United States. Congress. House. Committee on Banking and Financial Services Publisher : ISBN 13 : Total Pages :332 pages Book Rating :4.0/5 ( download)
Book Synopsis Hedge Fund Operations by : United States. Congress. House. Committee on Banking and Financial Services
Download or read book Hedge Fund Operations written by United States. Congress. House. Committee on Banking and Financial Services and published by . This book was released on 1999 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Future of U.S. Farm Policy by : United States. Congress. House. Committee on Agriculture
Download or read book The Future of U.S. Farm Policy written by United States. Congress. House. Committee on Agriculture and published by . This book was released on 2012 with total page 882 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Federal Register Index written by and published by . This book was released on 1998 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Office of the Federal Register (U.S.) Staff Publisher :Office of the Federal Register ISBN 13 :9780160907012 Total Pages :1158 pages Book Rating :4.9/5 (7 download)
Book Synopsis Code of Federal Regulations, Title 17, Commodity and Securities Exchanges, Pt. 1-199, Revised As of April 1 2012 by : Office of the Federal Register (U.S.) Staff
Download or read book Code of Federal Regulations, Title 17, Commodity and Securities Exchanges, Pt. 1-199, Revised As of April 1 2012 written by Office of the Federal Register (U.S.) Staff and published by Office of the Federal Register. This book was released on 2012-08 with total page 1158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dictionary of Financial Risk Management by : Gary L. Gastineau
Download or read book Dictionary of Financial Risk Management written by Gary L. Gastineau and published by John Wiley & Sons. This book was released on 1999-11-15 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gary Gastineau and Mark Kritzman team up once again for the third edition of this classic reference tool designed for financial analysts and managers. Anyone involved in financial risk management must have a proper understanding of the words, terms, and phrases used in this fast paced field-and Dictionary of Financial Risk Management clearly provides that understanding. Risk management terminology is a part of almost any financial operation, including cash, forwards/futures, swaps, options-and is found in many disciplines: probability and statistics, tax and financial accounting, and law. The vocabulary of the risk manager continues to expand with the creation of new products and new concepts. This volume carefully defines and illustrates all the words and phrases that financial professionals need to know and understand. The Dictionary of Financial Risk Management includes listings of common acronyms, profit/loss diagrams of new financial instruments, and extensive coverage of derivatives and quantitative techniques. This invaluable reference guide provides comprehensive definitions of the key terms and concepts that many financial professionals need to know on a day-to-day basis.
Author :United States. Congress. House. Committee on Appropriations. Subcommittee on Agriculture, Rural Development, Food and Drug Administration, and Related Agencies Publisher : ISBN 13 : Total Pages :1416 pages Book Rating :4.0/5 (6 download)
Book Synopsis Agriculture, Rural Development, Food and Drug Administration, and Related Agencies Appropriations for 2000 by : United States. Congress. House. Committee on Appropriations. Subcommittee on Agriculture, Rural Development, Food and Drug Administration, and Related Agencies
Download or read book Agriculture, Rural Development, Food and Drug Administration, and Related Agencies Appropriations for 2000 written by United States. Congress. House. Committee on Appropriations. Subcommittee on Agriculture, Rural Development, Food and Drug Administration, and Related Agencies and published by . This book was released on 1999 with total page 1416 pages. Available in PDF, EPUB and Kindle. Book excerpt:
