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Valuation and optimal exercise of the wild card option in the treasury bond futures market
Kane, Alex; Marcus, Alan J. - 1985
Persistent link: https://www.econbiz.de/10000684425
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Valuation and optimal exercise of the wild card option in the Treasury bond futures market
Kane, Alex - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 195-207
Persistent link: https://www.econbiz.de/10001008804
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The valuation of a random number of put options : an application to agricultural price supports
Marcus, Alan J. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 1, pp. 73-86
Persistent link: https://www.econbiz.de/10001014154
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Investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2002 - 5. ed., international ed.
Persistent link: https://www.econbiz.de/10001611660
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Investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2005 - 6. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001808907
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Delivery options and convexity in Treasury bond and note futures
Grieves, Robin; Marcus, Alan J.; Woodhams, Adrian - In: Review of financial economics : RFE 19 (2010) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10008652927
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Investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2014 - 10. ed.
Persistent link: https://www.econbiz.de/10010205144
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Investments
Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 2011 - 9. ed.
Persistent link: https://www.econbiz.de/10008909725
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Delivery options and treasury-bond futures hedge rations
Grieves, Robin; Marcus, Alan J. - In: The journal of derivatives : the official publication … 13 (2005) 2, pp. 70-76
Persistent link: https://www.econbiz.de/10003299554
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Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
Kane, Alex - 1985
The Chicago Board of Trade Treasury Bond Futures Contract allows the short position several delivery options as to when and with which bond the contract will be settled. The timing option allows the short position to choose any business day in the delivery month to make delivery. In addition,...
Persistent link: https://www.econbiz.de/10012477467