Download or read book Efficiency Tests of Options on Treasury Bond Futures Contracts at the Chicago Board of Trade written by Edward C. Blomeyer and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study is an ex-ante and ex-post test of market efficiency for the options on Treasury bond futures contracts traded on the Chicago Board of Trade. All options and future contracts price changes were examined from market inception, in October 1982, through the middle of June 1983 for violations of put-call parity and long box spread arbitrage opportunities. Out of 81,338 option price changes, 891 changes provided ex-post arbitrage opportunities with average ex-ante profits of $54 per trade for put-call parity strategies and $117 per trade for long box spread strategies. Ex-ante profit opportunities were largest in the early months of trading and had almost disappeared by June 1983.
Download or read book Efficiency Tests of Options on Treasury Bond Futures at the Chicago Board of Trade written by James Cleveland Boyd and published by . This book was released on 1984 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract.
Download or read book Efficiency Tests of Options on Treasury Bond Futures at the Chicago Board of Trade written by James Cleveland Boyd and published by . This book was released on 1984 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Chicago Board of Trade written by and published by . This book was released on 1982 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Chicago Board of Trade written by and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book CBOT Financial Instruments Guide written by and published by . This book was released on 1999 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Strategies for Buying and Writing Options on Treasury Bond Futures written by Chicago Board of Trade and published by . This book was released on 1987 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Basic Spread Strategies written by Chicago Board of Trade and published by . This book was released on 1983* with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Chicago Board Options Exchange written by Thomas North Howard and published by . This book was released on 1974 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Options on U S Treasury Bond Futures for Institutional Investors written by Chicago Board of Trade and published by . This book was released on 1987 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Strategies for Buying and Writing Options on Treasury Bond Futures written by and published by . This book was released on 1985 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Test of Chicago Board Options Exchange Market Efficiency Through Put and Call Differentials written by William John Robertson and published by . This book was released on 1978 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Test of Chicago Board Options Exchange Market Efficiency Through Put and Call Price Differentials written by William John Robertson and published by . This book was released on 1978 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Tests of Efficiency of the Chicago Board Options Exchange CBOE written by Dan Galai and published by . This book was released on 1975 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Brief Look at Options on Treasury Bond Futures written by Chicago Board of Trade and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Public Policy Aspects of a Futures type Market in Options on Securities written by Robert R. Nathan Associates and published by . This book was released on 1969 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of the Economics of Finance written by G. Constantinides and published by Elsevier. This book was released on 2003-11-04 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.
