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There are 9081 results for: content related to: Options on bond futures: Isolating the risk premium

  1. Economic significance of risk premiums in the S&P 500 option market

    Journal of Futures Markets

    Volume 22, Issue 12, December 2002, Pages: 1147–1178, R. Brian Balyeat

    Article first published online : 16 OCT 2002, DOI: 10.1002/fut.10051

  2. Implied volatility asymmetries in treasury bond futures options

    Journal of Futures Markets

    Volume 17, Issue 8, December 1997, Pages: 873–885, David P. Simon

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199712)17:8<873::AID-FUT2>3.0.CO;2-I

  3. Foreign Exchange Smiles

    Standard Article

    Encyclopedia of Quantitative Finance

    Robert G. Tompkins

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf06008

  4. Forecasting Volatility

    Financial Markets, Institutions & Instruments

    Volume 6, Issue 1, February 1997, Pages: 1–88, Stephen Figlewski

    Article first published online : 26 DEC 2001, DOI: 10.1111/1468-0416.00009

  5. The Quanto Adjustment and the Smile

    Journal of Futures Markets

    Volume 32, Issue 9, September 2012, Pages: 877–908, Jacinto Marabel Romo

    Article first published online : 6 SEP 2011, DOI: 10.1002/fut.20545

  6. What moves option-implied bond market expectations?

    Journal of Futures Markets

    Volume 25, Issue 9, September 2005, Pages: 817–843, Sami Vähämaa, Sebastian Watzka and Janne Äijö

    Article first published online : 5 JUL 2005, DOI: 10.1002/fut.20164

  7. Futures Trading Activity and Commodity Cash Price Volatility

    Journal of Business Finance & Accounting

    Volume 32, Issue 1-2, January 2005, Pages: 297–323, Jian Yang, R. Brian Balyeat and David J. Leatham

    Article first published online : 7 FEB 2005, DOI: 10.1111/j.0306-686X.2005.00595.x

  8. Who knows more about future currency volatility?

    Journal of Futures Markets

    Volume 29, Issue 3, March 2009, Pages: 270–295, Charlie Charoenwong, Nattawut Jenwittayaroje and Buen Sin Low

    Article first published online : 7 JAN 2009, DOI: 10.1002/fut.20351

  9. Expressing Views on the Interrelationships between Products

    Trading the Fixed Income, Inflation and Credit Markets: A Relative Value Guide

    Neil C. Schofield, Troy Bowler, Pages: 97–147, 2012

    Published Online : 1 JUN 2012, DOI: 10.1002/9781118467367.ch4

  10. Volatility linkages of the equity, bond and money markets: an implied volatility approach

    Accounting & Finance

    Volume 49, Issue 1, March 2009, Pages: 207–219, Kent Wang

    Article first published online : 14 SEP 2008, DOI: 10.1111/j.1467-629X.2008.00281.x

  11. Stock index futures markets: stochastic volatility models and smiles

    Journal of Futures Markets

    Volume 21, Issue 1, January 2001, Pages: 43–78, Robert G. Tompkins

    Article first published online : 14 NOV 2000, DOI: 10.1002/1096-9934(200101)21:1<43::AID-FUT3>3.0.CO;2-0

  12. Stochastic Models of Implied Volatility Surfaces

    Economic Notes

    Volume 31, Issue 2, July 2002, Pages: 361–377, Rama Cont, Jose da Fonseca and Valdo Durrleman

    Article first published online : 2 DEC 2003, DOI: 10.1111/1468-0300.00090

  13. Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?

    Journal of Accounting Research

    Volume 50, Issue 2, May 2012, Pages: 401–432, WEN JIN, JOSHUA LIVNAT and YUAN ZHANG

    Article first published online : 24 FEB 2012, DOI: 10.1111/j.1475-679X.2012.00439.x

  14. From Implied Volatility Surface to Quantitative Options Relative Value Trading

    Wilmott

    Volume 2013, Issue 65, May 2013, Pages: 36–57, Daniel Bloch

    Article first published online : 27 AUG 2013, DOI: 10.1002/wilm.10216

  15. Investigating the Information Content of the Model-Free Volatility Expectation by Monte Carlo Methods

    Journal of Futures Markets

    Volume 33, Issue 11, November 2013, Pages: 1071–1095, Yuanyuan Zhang, Stephen J. Taylor and Lili Wang

    Article first published online : 25 JUN 2012, DOI: 10.1002/fut.21570

  16. Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market

    Journal of Futures Markets

    Volume 32, Issue 4, April 2012, Pages: 360–388, Youngsoo Choi and SoonChan Ok

    Article first published online : 10 MAY 2011, DOI: 10.1002/fut.20522

  17. Extreme Correlation of Stock and Bond Futures Markets: International Evidence

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 565–587, Chin Man Chui and Jian Yang

    Article first published online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00340.x

  18. ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS

    Mathematical Finance

    Volume 22, Issue 4, October 2012, Pages: 591–620, Jim Gatheral, Elton P. Hsu, Peter Laurence, Cheng Ouyang and Tai-Ho Wang

    Article first published online : 5 DEC 2010, DOI: 10.1111/j.1467-9965.2010.00472.x

  19. You have free access to this content
    Does the option market produce superior forecasts of noise-corrected volatility measures?

    Journal of Applied Econometrics

    Volume 24, Issue 1, January/February 2009, Pages: 77–104, Gael M. Martin, Andrew Reidy and Jill Wright

    Article first published online : 4 DEC 2008, DOI: 10.1002/jae.1033

  20. Empirical tests of valuation models for options on t-note and t-bond futures

    Journal of Futures Markets

    Volume 13, Issue 1, February 1993, Pages: 1–13, Nusret Cakici, Sris Chatterjee and Avner Wolf

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990130102