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The pricing and performance of stock index futures spreads
Billingsley, Randall S.; Chance, Don M. - In: Journal of Futures Markets 8 (1988) 3, pp. 303-318
Persistent link: https://www.econbiz.de/10011198347
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Futures pricing and the cost of carry under price limits
Chance, Don M. - In: Journal of Futures Markets 14 (1994) 7, pp. 813-836
Persistent link: https://www.econbiz.de/10011196808
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A hedging deficiency in eurodollar futures
Chance, Don M. - In: Journal of Futures Markets 26 (2006) 2, pp. 189-207
The eurodollar futures contract of the Chicago Mercantile Exchange is arguably the most successful of all futures contracts. The contract is structured such that its price does not converge to the price of the underlying eurodollar time deposit. Ignoring the daily settlement, one typically...
Persistent link: https://www.econbiz.de/10011196839
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Hedging shelf registrations
Chance, Don M.; Marr, M. Wayne; Thompson, G. Rodney - In: Journal of Futures Markets 6 (1986) 1, pp. 11-27
Persistent link: https://www.econbiz.de/10011196870
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The impact of delivery options on futures prices: A survey
Chance, Don M.; Hemler, Michael L. - In: Journal of Futures Markets 13 (1993) 2, pp. 127-155
Persistent link: https://www.econbiz.de/10011196931
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BOUNDARY CONDITION TESTS OF BID AND ASK PRICES OF INDEX CALL OPTIONS
Chance, Don M. - In: Journal of Financial Research 11 (1988) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10010889345
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THE PRICE-TAKER EFFECT ON THE VALUATION OF EXECUTIVE STOCK OPTIONS
Yang, Tung-Hsiao; Chance, Don M. - In: Journal of Financial Research 37 (2014) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10010889379
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A RE-EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS
Chance, Don M.; Lane, William R. - In: Journal of Financial Research 3 (1980) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10010889396
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THE PRICING AND HEDGING OF LIMITED EXERCISE CAPS AND SPREADS
Chance, Don M. - In: Journal of Financial Research 17 (1994) 4, pp. 561-584
Persistent link: https://www.econbiz.de/10010889551
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Futures Pricing and the Cost of Carry under Price Limits
Chance, Don M. - In: The journal of futures markets 14 (1994) 7, pp. 813-836
Persistent link: https://www.econbiz.de/10006866692