Lee Chang Optionen Handel

Anfahrtsbeschreibung zu Weng Lee Chang Trading, Corp. und Produktinformationen zu WENG LEE CHANG TRADING CORP. WENG LEE CHANG TRADING CORP ist ein Produkt von Weng Lee Chang Trading, Corp. in 1101 Hugo Reid Road erstellt. Arcadia, CA, 91007. Die WENG LEE CHANG TRADING CORP ist ein Produkt im Zusammenhang mit Vögel Nest Nahrungsergänzungsmittel diätetische Nahrungsergänzungsmittel und Nahrungsergänzungsmittel. Das Produkt WENG LEE CHANG TRADING CORP wird in den USA nicht mehr vermarktet. Der WENG LEE CHANG TRADING CORP befindet sich in der Kategorie Pharmazeutische Produkte. Nehmen Sie Kontakt mit dem Besitzer auf. Weng Lee Chang Trading, Corp. von diesem WENG LEE CHANG TRADING CORP. Oder besuchen Sie sie an ihrem Geschäftssitz in der Karte. Schreiben Sie eine Rezension über das Produkt mit diesem WENG LEE CHANG TRADING CORP oder kontaktieren Sie den Vermieter Weng Lee Chang Trading, Corp. der Marke WENG LEE CHANG TRADING CORP, indem Sie eine Anfrage zur Kommunikation mit dem Legal Correspondent für die Lizenzierung, Nutzung, Und Fragen im Zusammenhang mit WENG LEE CHANG TRADING CORP Der Korrespondent des WENG LEE CHANG TRADING CORP ist JEN-FENG LEE von LAW OFFICES von JF LEE, 17800 CASTLETON STREET SUITE 383, STADT DER INDUSTRIE CA 91748. WENG LEE CHANG TRADING CORP. Status Status Datum: FORTGESETZTES GEBRAUCH NICHT FILED INNERHALB GRACE ZEITRAUM, UN-REVIVABLE Waren und Dienstleistungen: Vögel Nest Nahrungsergänzungsmittel Nahrungsergänzungsmittel und Nahrungsergänzungsmittel Die Marke besteht aus CHINESISCHEN CHARAKTEREN WENG LEE CHANG AUF DER OVAL FORM DER OVAL SHAPE. DER OVAL BESTEHT ZWEI REVERSE-SPIEGEL-BILDDRACHEN IM ZENTRUM UND CHINESISCHE ZEICHEN DOPPELTE DRACHEN UND VÖGEL NEST LESEN VON LINKS ZUM RECHT. DER BODEN DER MARKEN ZEIGT WENG LEE CHANG TRADING CORP Veröffentlicht für Einspruch Datum: Weng Lee Chang Trading, Corp. 1101 Hugo Reid Road. Arcadia, CA, 91007 Mark Drawing Code: Trademarkia können Sie sehen, wie Ihr persönlicher Name, Produktname, Markenname oder Benutzername auf einem der 530 neuen und beliebten sozialen Netzwerke verwendet wird. Seien Sie der Erste, der Ihren Namen reserviert und bekommt Hilfe, die andere davon abhält, es zu benutzen - alles an einem Ort Bitte bewerten und bewerten Sie für WENG LEE CHANG TRADING CORP. WENG LEE CHANG TRADING CORP. Bietet Vögel Nest Nahrungsergänzungsmittel Nahrungsergänzungsmittel und Nahrungsergänzungsmittel. - Wenn Sie neu bei LegalForce sind, geben Sie bitte einfach Ihre Kontakt-E-Mail und erstellen Sie ein Passwort, bevor Sie es überprüfen. Wenn Sie bereits ein LegalForce-Konto haben, geben Sie bitte Ihre Konten E-Mail und Passwort, bevor Sie es überprüfen. Futures und Optionen Bibliographie Die Futures und Optionen Bibliographien im Journal of Futures Markets listet Artikel mit neuen Informationen in Futures, Optionen und bestimmte andere Derivate. Jede Bibliographie deckt einen separaten Themenbereich ab, wie z. B. Zinsfutures, Rohstoff-Futures, Regulierung, Aktienindex-Futures, Baroptionen, Optionen auf Futures etc. In jedem Themenbereich werden die Artikel durch Unterthemen (vier bis 20, je nach Thema). Die meisten dieser Artikel sind aus akademischen Zeitschriften, obwohl Bücher und wichtige Zeitschriftenartikel auch aufgeführt sind. Im Folgenden finden Sie eine aktuelle Bibliographie, die noch nicht veröffentlicht wurde oder vor kurzem im Journal of Futures Markets veröffentlicht wurde. Eine kombinierte Bibliographie, die alle Themen und Artikel von JFM ab Mitte der 80er Jahre bis 1994 abdeckt, kann erhalten werden - eine E-Mail an die untenstehende Adresse senden oder einen Brief senden - um Informationen über die Kosten zu erhalten. Bitte informieren Sie mich über irgendwelche Ihrer Artikel über Derivate, die in Zeitschriften veröffentlicht werden, die in der Regel keine Derivate-Artikel veröffentlichen oder noch nicht veröffentlichte Arbeitspapiere veröffentlichen (eine Kopie der letzteren muss an die untenstehende Adresse geschickt werden, wenn es sich um Kosten für die Erlangung einer Kopie handelt Des Papiers). Es gibt normalerweise eine Verzögerung, bevor die Bibliographien in JFM erscheinen. Dr. Robert T. Daigler, Abteilung für Finanzen BA206, Hochschule für Wirtschaft, Florida International University, Miami, Fla. 33199 Bibliografie Auflistungen auf dieser Seite (Klick oder Seite unten): Zuletzt aktualisiert: Format auf 1498 DERIVATIVEN UND FUTURES BIBLIOGRAPHIE Robert T. Daigler 1. Vipul Bansal, ME Ellis und John Marshall, quotThe Pricing von Short-Dated und Forward Zinsswaps, Financial Analysts Journal. März-April 1993, S. 82-87. 2. Vipul Bansal, John Marshall und Robert Yuyuenyongwatana, quotHedging Business Cycle Risk mit makroökonomischen Swaps: Einige vorläufige Beweise, Journal of Derivatives. Frühjahr 1994, S. 50-58. 3. George Benston und Shehzad Mian, quotFinancial Reporting of Derivatives: Eine Analyse der Probleme, Bewertung von Projekten und eine vorgeschlagene Lösung, Journal of Financial Engineering. September 1995, S. 217-246. 4. Robin Brenner und Robert Jarrow, quotA Einfache Formel für Optionen auf Discount Bonds, Advances in Futures und Options Research. Vol. 6, 1992, S. 45-52. 5. Eric Briys, Michel Crouhy und Rainer Schobel, quotThe Pricing of Default-Free Zinssatz Cap, Boden und Kragen Vereinbarungen, Journal of Finance. Dezember 1991, S. 1879-1892. 6. Robert Brooks, quotA Lattice Ansatz zu Zinssatz Spread Optionen, Journal of Financial Engineering. September 1995, S. 281-298. 7. Robert Brooks und D. K. Malhotra, quotComponents der Bid-Ask Spread von Default-Risk Zinssatz Swaps, Fortschritte in Futures und Options Research. Vol. 7, 1994, S. 237-249. 8. Don Chance, quotThe Pricing und Hedging von Limited Übung Caps und Spreads, Journal of Financial Research. Winter 1994, S. 561-584. 9. K. C. Chen und R. Stephen Sears, quotPricing the SPIN, Finanzmanagement. Sommer 1990, S. 36-47. 10. Ren-Raw Chen, quotPricing Zinssatz Contingent Claims, Dissertation, University of Illinois, 1990, 114 pp. 11. Ren-Raw Chen und Louis Scott, quotPricing Zins-Optionen in einem Zwei-Faktor Cox-Ingersoll-Ross-Modell Der Term-Struktur, die Überprüfung der Finanzstudien. Vol. 5 Nr. 4, 1992, S. 613-636. 12. Oren Cheyette, quotOAS Analyse für CMOs, Journal of Portfolio Management. Sommer 1994, S. 53-66. 13. Mustafa Chowdhury, Kenneth Kroner und Jahangir Sultan, quotVolatility Spillover von Zinsswaps, Journal of Financial Engineering. Juni 1995, S. 157-186. 14. Sanjiv Ranjan Das, quotCredit Risk Derivatives, Journal of Derivatives. Frühjahr 1995, S. 7-23. 15. Paul Doust, quotRelative Pricing Techniken in den Swaps und Optionen Märkte, Journal of Financial Engineering. März 1995, S. 11-46. 16. Ajay Dravid, Matthew Richardson und Tong-sheng Sun, quotPricing Foreign Index Bedingte Forderungen: Eine Anwendung auf Nikeei Index Optionsscheine, Journal of Derivatives. Herbst 1993, S. 33-52. 17. Stefan Eckl, Nicholas Robinson und Dylan Thomas, Financial Engineering: Ein Handbuch für Derivative Produkte. Colchester, VT: Blackwell Publishers, 1991. 18. Franklin Edwards und Michael Canter, quotThe Collapse von Metallgesellschaft: Unhedgeable Risks, Poor Hedging-Strategie oder Just Bad Luckquot Das Journal of Futures Markets. Mai 1995, S. 211-264. 19. Nicole El-Karoui und Helyette Geman, quotA Probabilistische Annäherung an die Bewertung von allgemeinen variabel verzinslichen Schuldverschreibungen mit einem Antrag auf Zinsswaps, Fortschritte in Futures und Options Research. Vol. 7, 1994, S. 47-64. 20. William Falloon, quotHow Appetites wachsen für OTC Equity Derivate, Futures Magazine. Januar 1992, S. 26-28. 21. Donna Fletcher und Jahangir Sultan, quotThe Auswirkungen der regulatorischen News und Discount Rate Änderungen auf die Zeit variierende Volatilität der Zinssatz Swap Spreads, Journal of Financial Engineering. SeptemberDezember 1994, S. 229-252. 22. Ludger Hentschel und Clifford Smith Jr. quotControlling Risiken in Derivat Märkten, Journal of Financial Engineering. Juni 1995, S. 101-126. 23. Thomas Ho, quotCMO Yield Namensnennung und Option Spreads, Journal of Portfolio Management. Frühjahr 1993, S. 57-68. 24. John Hull und Alan White, quotBond Option Preisgestaltung auf der Grundlage eines Modells für die Entwicklung der Anleihe Preise, Fortschritte in Futures und Optionen Research. Vol. 6, 1992, S. 1-14. 25. John Hull und Alan White, quotPricing Zinssatz-Derivative Wertpapiere, Bewertung von Finanzstudien. Vol. 3 Nr. 4, 1990, S. 573-592. 26. John Hull und Alan White, quotThe Pricing von Optionen auf Zinssatz Caps und Fußböden mit dem Hull-White-Modell, Journal of Financial Engineering. September 1993, S. 287-296. 27. Farshid Jamshidian und Yu Zhu, quotReplication einer Option auf einem Bond Portfolio, quot Review of Futures Markets. Vol. 9 Nr. 1, 1990, S. 84-100. QuotDiscussion, von Theodore Day und Jay Feuerstein, S. 101-107. 28. James Kau, Donald Keenan, Walter Muller III und James Epperson, quotOption Theory und Floating Rate Securities mit einem Vergleich von einstellbaren und festverzinslichen Hypotheken, Journal of Business. Oktober 1993, S. 595-618. 29. Sung-Hwa Kim und G. D. Kopenhaver, quotAs Empirische Analyse der Bank Zinsswaps, Journal of Financial Services Research. Februar 1993, S. 57-74. 30. Roland Lochoff, quotThe Contingent-Claims Arms Race, Zeitschrift des Portfoliomanagements. Herbst 1993, S. 88-92. 31. Francis Longstaff, quotDie Bewertung der Optionen auf Erträge, Journal of Financial Economics. Juli 1990, S. 97-121. 32. Ronald Marks, quotDerivatives für die Squeamish: Ein Schatzmeister Primer, Corporate Cashflow. Dezember 1994, S. 30-34. 33. John Marshall, quotDerivatives und Risikomanagement, Journal of Financial Engineering. September 1995, S. 307-314. 34. John Marshall, quotGedging Business Cycle Risk mit Makro Swaps und Optionen, Continental Bank Journal of Applied Corporate Finance. Winter 1992, S. 103-108. 35. John Marshall, Eric Sorensen und Alan Tucker, quotEquity Derivatives: Der Plain Vanilla Equity Swap und seine Varianten, Journal of Financial Engineering. September 1992, S. 219-242. 36. John Marshall und J. Gregg Whittaker, quotPricing Nonamortizing Constant Maturity Swaps, Journal of Financial Engineering. März 1994, S. 43-64. 37. Ann Monroe, quotDerivativesquot CFO: Das Magazin für Senior Financial Executives. Juli 1994, S. 22-25. 38. J. Austin Murphy, quotAs empirische Prüfung eines Optionspreises Modell der Hypothek-basierte Wertpapiere Preisgestaltung, Journal of Economics and Business. Februar 1991, S. 37-48. 39. Paul Nadler, quotDerivatives: Der neue Sündenbock, Secured Lender. Juli-August 1994, S. 50-52. 40. Sven Rady und Klaus Sandmann, quotDas direkte Ansatz zur Debt Option Pricing, quot Review of Futures Markets. Vol. 13 Nr. 2, 1994, S. 461-514. QuotDiscussion, von Jeroen F. J. de Munnik, S. 515-516. 41. Richard Rendleman Jr. quotHow Risiken sind in Zinsswaps, Journal of Financial Service Research geteilt. Februar 1993, S. 5-34. 42. Don Rich, quotA Hinweis zur Bewertung und Absicherung von Equity Swaps, Journal of Financial Engineering. Dezember 1995, S. 323-334. 43. E. Ronn und R. Sias, ein einfaches zeitlich abweichendes Binomialmodell zur Bewertung von Zins - bedingten Forderungen, Vorschüsse in Futures und Options Research. Vol. 5, 1991, S. 89-111. 44. Klaus Sandmann und Dieter Sondermann, quotal Begriffsstrukturmodell und die Preisbildung von Zinsderivaten, Bewertung von Futures Markets. Vol. 12 Nr. 2, 1993, S. 391-424. QuotDiscussion, von Lars Tyge Nielsen, S. 425-430. 45. Eric Sorensen und Thierry Bollier, quotPricing Swap Default Risk, Finanzanalysten Journal. Mai-Juni 1994, S. 23-33. 46. ​​David Smith, quotA Einfache Methode für die Preisgestaltung Zinssatz Swaptions, quot Financial Analysts Journal. Mai-Juni 1991, S. 72-76. 47. R. C. Stapleton und M. G. Subrahmanyam, quotThe Analyse und Bewertung von Zinsoptionen, Journal of Banking und Finance. Dezember 1993, S. 1079-1095. 48. Yisong Tian, ​​quotA Vereinfachtes Binomial-Konzept für die Preisgestaltung von Zins-Contingent Claims, Journal of Financial Engineering. Juni 1992, S. 14-37. 49. Stuart Turnbull, quotPricing und Hedging Diff Swaps, Journal of Financial Engineering. Dezember 1993, S. 297-334. 50. Martyn Turner, quotBreak-Even Analyse von Knock-Out Optionen, Corporate Finance. September 1993, S. 43-45. 1. Warren Bailey und Edward Ng, quotDefault Prämien in Commodity Markets: Theorie und Evidence, Journal of Finance. Juli 1991, S. 1071-1093. 2. Bill Barden, Allan Hodgson und John Okunev, quotArbitrage Bubbles und Gold Futures Trading, Bewertung von Futures Markets. Vol. 11 Nr. 3, 1992, S. 323-348. QuotDiscussion, von A. D. Hall, S. 349-354. 3. Abdur Chowdhury, quotFutures Markt-Effizienz: Nachweis von Cointegration Tests, quot The Journal of Futures Markets. Oktober 1991, S. 577-590. 4. Michael Ferguson und Leonard Schneck, quotDas Flug zur Qualität: Nachweis aus den Futures-Märkten, Bewertung der Futures-Märkte. Vol. 12 Nr. 1, 1993, S. 103-132. QuotDiscussion, von Mark Castelino und Jay Feuerstein, S. 133-142. 5. Philip Hans Franses und Paul Kofman, quotAs Empirischer Test für Paritäten zwischen Metallpreisen an der LME, "The Journal of Futures Markets". Dezember 1991, S. 729-736. 6. Patricia Fraser und Ronald MacDonald, quotSpot und Forward Metals Preise: Effizienz und Zeitreihe Verhalten, Bewertung von Futures Markets. Vol. 11 Nr. 1, 1992, S. 24-34. QuotDiscussion, von David Hsieh, S. 35. 7. Tim Krehbiel und Lee Adkins, quotCointegrationstests der Unbedingten Erwartungen Hypothese in Metals Markets, The Journal of Futures Markets. Oktober 1993, S. 753-764. 8. Gang Shyy und Bob Metzger, quotPrice Gleichgewicht und Übertragung in einer kontrollierten Wirtschaft: Eine Fallstudie der Metallbörse in China, quot The Journal of Futures Markets. Dezember 1994, S. 877-890. 9. Mahmoud Wahab, quotConditional Dynamics und optimale Verbreitung in den Edelmetallen Futures Markets, quot The Journal of Futures Markets. April 1995, S. 131-166. 10. Mahmoud Wahab, Richard Cohn und Malek Lashgari, die Gold-Silber-Verbreitung: Integration, Kointegration, Vorhersagbarkeit und Ex-Ante-Arbitrage, das Journal of Futures Markets. September 1994, S. 709-756. 1. Antonios Antoniou und Andrew Foster, quotDie Wirkung von Futures Trading auf Spot Preis Volatilität: Nachweis für Brent Rohöl mit GARCH, Journal of Business Finance und Accounting. Juni 1992, S. 473-484. 2. Sally Clubley, Handel mit Öl-Futures. 2d Ed. New York: Nichols Publishing Co. 1990, 129 S. 3. William Crowder und Anas Hamed, quotA Kointegrationstest für Öl-Futures Markt-Effizienz, das Journal der Futures-Märkte. Dezember 1993, S. 933-942. 4. Theodore Day und Craig Lewis, quotForecasting Futures Markt Volatilität, Journal of Derivatives. Winter 1993, S. 33-50. 5. Richard Deaves und Itzhak Krinsky, quotDas Verhalten von Öl-Futures Rückkehr um OPEC Konferenzen, das Journal der Futures-Märkte. Oktober 1992, S. 563-574. 6. Charles Duchock, quotEvidence of Efficiency in United States Futures Oil Preise, Dissertation, United States International University, 1990, 106 pp. 7. Michael Emerson, quotDie Wirkung der saisonalen Absicherung auf Energie-Futures-Spreads: Ein Test der Markt-Effizienz, quot Dissertation, Die Universität von Arizona, 1990, 343 S. 8. Andrew Foster, quotVolume-Volatility-Beziehungen für Rohöl-Futures-Märkte, das Journal of Futures Markets. Dezember 1995, S. 929-952. 9. Kenneth Garbade, quotA Zwei-Faktor, Arbitrage-Free, Modell der Schwankungen in Rohöl Futures Preise, Journal of Derivatives. Herbst 1993, S. 86-97. 10. Rajna Gibson und Eduardo Schwartz, quotThe Pricing of Crude Oil Futures Optionskontrakte, Fortschritte in Futures und Options Research. Vol. 6, 1992, S. 291-312. 11. Roger Huang, Ronald Masulis und Hans Stoll, quotEnergy Schocks und Finanzmärkte, "The Journal of Futures Markets". Februar 1996, S. 1-28. 12. Imper Moosa und Nabeel Al-Loughani, die Wirksamkeit von Arbitrage und Spekulationen in den Rohöl-Futures-Märkten Journal of Futures Märkte. April 1995, S. 167-186. 14. Mary Graves Pfeffer und Glenn Vestrat, quotNYMEX Erdgas-Futures und Optionen: Ein Studium des Preisrisikomanagements, Petroleum Accounting und Financial Management Journal. Herbst-Winter 1993, S. 82-88. 15. Gordon Phillips und Robert Weiner, quotImplicit Optionen in Forward Contracts: Empirische Schätzungen aus dem Petroleum-Markt, Bewertung von Futures-Märkten. Vol. 9 Nr. 1, 1990, S. 1-14. "Diskussion" von John Marsons und Jay Gottlieb, S. 15-25. 16. Jing Quan, quotA Zeitreihenanalyse des Rohöl-Spot - und Futures-Marktes, Dissertation, University of Florida, 1990, 155 S. 17. Jing Quan, Zehn-Step-Testverfahren für Preisfindung Rolle der Futures Preise, Das Journal der Futures-Märkte. April 1992, S. 139-150. 18. Thomas Schwarz und Andrew Szakmary, quotPrice Discovery in Petroleum Markets: Arbitrage, Cointegration und das Zeitintervall der Analyse, das Journal of Futures Markets. April 1994, S. 147-168. 19. Ivy Schmerken, quotThree Ways to Hedge Oil Risk, Wall Street Computer Review. April 1991, S. 50, 52, 54. 20. Apostolos Serletis und David Banack, quotMarket Effizienz und Kointegration: Eine Anwendung auf Petroleum Märkte, Bewertung von Futures Markets. Vol. 9 Nr. 2, 1990, S. 372-380. QuotDiscussion, von David Hsieh und James Hayes, S. 381-385. 21. Robert Weiner, quotDefault, Marktmikrostruktur und Changing Trade Patterns in Forward Markets: Eine Fallstudie von Nordsee-Öl, Journal of Banking und Finanzen. Oktober 1994, S. 955-977. 1. Susan Abbott, quotCleaning the Air für Ground-Breaking Contracts, Futures Magazine. Oktober 1991, S. 42-44. 2. Susan Abbott, quotMercs Missing Link, Risk Magazine. Juni 1990, p. 11. 3. Michael Bond und Brenda Stevenson Marshall, quotOffsetting Unerwartete Gesundheitskosten mit Futures-Kontrakten, Healthcare Financial Management. Dezember 1994, S. 54-58. 4. John Byrd und Tom Zwirlein, "Umweltschutz - und Terminkontrakte": Schwefeldioxid-Emissionsberechtigungen, Continental Bank Journal of Applied Corporate Finance. Herbst 1993, S. 109-110. 5. Karel-Fall Jr. Robert Shiller und Alan Weis, quotIndex-Based Futures und Optionsmärkte in Immobilien, Journal of Portfolio Management. Winter 1993, S. 83-92. 6. Greg Condas, quotPricing Efficiency und Hedging Performance auf der Baltic International Freight Futures Exchange, Dissertation, 1990, 195 S. 7. Samuel Cox und Robert Schwebach, quotInsurance Futures und Hedging Versicherungen Preis Risiko, Journal of Risk und Insurance. Dezember 1992, S. 628-644. 8. Charles Cuny, quotDie Rolle der Liquidität in Futures Markets Innovations, quot Review of Financial Studies. Vol. 6 Nr. 1, 1993, S. 57-78. 9. Stephen DArcy und Virginia Frankreich, quotCatastrophe Futures: Eine bessere Hedge für Versicherer, Journal of Risk and Insurance. Dezember 1992, S. 575-600. 10. Michael Ehrhardt und Alan Tucker, quotPricing CRB Futures Kontrakte, Journal of Financial Research. Frühjahr 1990, S. 7-14. 11. Peggie Elgin, quotNew Futures, Optionen lassen Selbstversicherer medizinische Kosten abschrecken, Corporate Cashflow. November 1992, S.14. 12. Edwin Elton und Martin Gruber, Japanische Kapitalmärkte: Analyse und Charakteristiken von Aktien-, Schulden - und Finanzmärkten. New York: Harper und Row, 1990, 369 S. 13. Marcello Esposito und Claudio Giraldi, quotPreliminary Evidence auf einem neuen Markt: Die Futures auf die italienischen Schatzanleihen, das Journal of Futures Markets. April 1994, S. 121-146. 14. Gregory Kane, Robert Brown, et. Al. QuotPreparing für den nächsten Geschäftsabschwung: Wie Manager können sich gegen die Risiken von Futures Rezessionen, Bewertung von Business. Sommer-Herbst 1994, S. 21-26. 15. T. Eric Kilcollin und Michael Frankel, quotFutures und Optionsmärkte: Ihre neue Rolle in Osteuropa, Journal of Banking and Finance. September 1993, S. 869-881. 16. Peter Lee, ach, um deine Derivaten Dämonen zu exorzieren, Euromoney. September 1992, S. 36-38, 40, 42, 44, 46-48. 17. Jonathan Lewis, quotInsurance Futures: Keine Zeit wie die Gegenwart, Bests Review. Juni 1991, S. 82, 84, 86. 18. Merton Miller, Finanzinnovationen und Marktvolatilität. Cambridge, MA: Basil Blackwell, 1991, 288 S. 19. Merton Miller, "Internationale Wettbewerbsfähigkeit der U. S. Futures-Börsen, Journal of Financial Services Research. Dezember 1990, S. 387-408. QuotComments, von Hans Stoll, S. 409-414, und Bruce Kooner, S. 415-418. 20. Greg Niehaus und Stephen Mann, quotDas Trading of Underwriting Risk: Eine Analyse der Versicherungs-Futures-Kontrakte und Rückversicherung, Journal of Risk and Insurance. Dezember 1992, S. 601-627. 21. Thierry Noyelle, Hrsg. New Yorks Financial Markets: Die Herausforderungen der Globalisierung. Boulder, Co: Westview Press, 1989, 126 S. 22. Russ Ray und Dianna Preece, quotInsurance Futures: Ein schneller, leistungsstarker Weg, um Immobilien zu schützen, Immobilienfinanzierung. Frühjahr 1994, S. 30-38. 23. Elayne Sheridan, "Der wachsende Derivatemarkt: Der Wettbewerb ist gut für die Wirtschaft, die Futures-Industrie. November-Dezember 1992, S. 10-11, 14. 24. Robert Shiller, quotMessung von Vermögenswerten für Barausgleich in abgeleiteten Märkten: Hedonische Wiederholungsindizes und ewige Futures, Journal of Finance. Juli 1993, S. 911-932. 25. Sidharth Sinha, quotThe Badla Markt und Futures und Optionen, Bewertung von Futures Markets. Vol. 13 Nr. 4, 1994, S. 1153-1170. QuotDiscussion, von Jack S. K. Chang, S. 1171-1172. 26. Peter-Tempel, quotAnierung auf zukünftigem Wohlstand, Buchhaltung. März 1992, S. 102, 104. 1. Nicholas Apostolou und Thomas Wilson, quotDer Futures-Markt: Was der Interne Prüfer wissen muss, interne Revision. Frühjahr 1992, S. 40-49. 2. Michael Bradbury, Alastair Marsden, et. Al. Zinssatz für Zinsswaps, die als General Hedge oder Trade, Accounters Journal gelten. März 1993, S. 61-64. 3. Michael Bradbury, Alastair Marsden, et. Al. QuotAccounting für Zinsswaps, die als spezifische Hedge betrachtet werden, Buchhalter Journal. Dezember 1992, S. 50-54. 4. James Doering, quotThe Auswirkungen von Hedging-Transaktionen auf Immobilien Investment Trusts, Journal of Real Estate Taxation. Winter 1994, S. 133-152. 5. Financial Accounting Standards Board, Bericht über Beratungen, einschließlich vorläufiger Schlussfolgerungen zu bestimmten Fragen, die sich auf die Bilanzierung von Hedging und anderen risikoorientierten Aktivitäten beziehen. 1993, S. 1-99. 6. Gunter Franke, quotEntwort Wahrnehmung von Wirtschaftsaustauschrisiko und finanzielle Absicherung, Manager Management Finanzen. Vol. 18 Nr. 3-4, 1992, S. 53-70. 7. Paul Herrera und Jeffrey Callender, quotFinancial Produkte und Dienstleistungen: Arkansas Best and Financial Products, International Tax Journal. Frühjahr 1992, S. 75-81. 8. Gary Herrman und Steven Malvey, quotNew Regeln für Business Hedges lösen viele Unsicherheiten von Arkansas Best, Journal of Taxation. März 1994, S. 132-138. 9. Robert Herz, quotHedge Accounting, Derivatives und Synthetics: Die FASB beginnt, die Regeln zu überdenken, Journal of Corporate Accounting und Finance. Frühjahr 1994, S. 323-335. 10. Dennis Jennings, quotCurrent Entwicklungen in der Finanzbuchhaltung und Reporting, Petroleum Accounting und Financial Management Journal. Sommer 1992, S. 1-11. 11. L. Todd Johnson, Halsey Bullen, et. Al. QuotHedge Accounting: Ist die Verzögerung der einzige Optionquot Journal of Accountancy. Januar 1994, S. 53-58. 12. L. Todd Johnson und Victoria Wall, quotMight Synthetic Instrument Accounting wird für Hedge Accounting für einige Hedging-Beziehungen ausgegeben Financial Accounting Standards Board Status Report Nr. 235. 30. September 1992, S. 4-9. 13. John Malindretos, Edgar Norton, et. Al. Unter Berücksichtigung von Überlegungen unter FAS R, Mid-Atlantic Journal of Business. Juni 1993, S. 199-211. 14. Elizabeth McCarthy, quotFASB: Stock Compensation, Hedging und andere Angelegenheiten, Journal of Corporate Accounting und Finanzen. Sommer 1992, S. 497-503. 15. David Morris, quotPraktische Probleme in Hedge Accounting: Case Histories, Bank Accounting und Finanzen. Sommer 1992, S. 3-12. 16. Paul Munter, quotWhat konstituiert eine Hedge ist immer noch Debatable, Journal of Corporate Accounting und Finanzen. Sommer 1993, S. 483-490. 17. David Nusbaum, quotSurviving ein NFA Audit, Futures. Januar 1993, S. 50-52. 18. Jon OSullivan, quotHow, um Fallstricke in der Finanzrestrukturierung zu vermeiden, Öl - und Gasjournal. 15. Juni 1992, S. 21-23. 19. David Rane, quotHedge oder nicht ein Hedge EITF 91-4 versucht, die Frage zu beantworten, Journal of Corporate Accounting und Finanzen. Frühjahr 1992, S. 279-284. 20. Derek Ross, quotHedge Buchhaltung: Die Schatzmeister sehen, Certified Accountant. Juni 1992, S. 38-39. 21. John Stewart, quotChallenges of Hedge Accounting, Journal of Accountancy. November 1989, S. 48-50, 52. 22. Linda Volkert, quotEITF Update: Finanzbuchhaltung - Hedging Fremdwährungsrisiken, Journal of Accountancy. Juli 1992, S. 115-116. 23. füllen die Lücken in der Hedge Accounting, Futures. März 1993, p. 41. 24. quotHedge Accounting: Eine explorative Studie der zugrunde liegenden Fragen (FASB Research Report) Cooperative Accountant. Frühjahr 1992, S. 62-63. 25. Ziffern, Mark-to-Market-Regeln, Steuern für Buchhalter. Dezember 1993, p. 321. Robert T. Daigler A. Einführende Artikel und Bücher 1. Fischer Black, quotThe Holes in Black-Scholes, Risk Magazine. März 1988, S. 30-32. 2. Fischer Black, quotLiving bis zum Modell, Risk Magazine. März 1990, S. 11-13. 3. Richard Bookstaber, Optionspreise und Anlagestrategien. 3d ed. Chicago: Probus Publishing, 1991, 300 pp. 4. David Caplan, Die Optionen Vorteil: Gewinnung eines Handelsrandes über den Märkten. Chicago: Probus Publishing, 1991, 222 S. 5. John Hull, Optionen, Futures und andere Derivative Wertpapiere. 2. Aufl. Englewood Cliffs, NJ: Prentice Hall, 1993, 339 S. 6. John Hull und Alan White, quotModern Griechisch, Risk Magazine. Dezember 1990-Januar 1991, S. 65-67. 7. Carl Luft und Richard Sheiner, Verständnis und Trading Listed Stock Options. Chicago: Probus Publishing, 1988, 235 S. 8. Stuart McLean, Hrsg. Die europäischen Optionen und Futures-Märkte. Chicago: Probus Publishing, 1991, 1086 S. 9. Lawrence McMillan, Optionen als strategische Investition: Eine umfassende Analyse der aufgeführten Optionsstrategien. 3. Aufl. New York: New York Institute of Finance, 1993, 882 S. 10. Anthony Neuberger, quotThe Log Vertrag, Journal of Portfolio Management. Winter 1994, S. 74-80. 11. Risk MagazineFINEX, Von Black-Scholes zu Black Holes: Neue Grenzen in Optionen. London, England: Risk Magazine Ltd. 1992, 208 S. 12. Robert Strong, quotA Volatility Index: Eine Option für Portfolio Hedgers, Futures. Februar 1992, S. 40-42. 13. Avner Wolf, quotDynamic Management, Risk Magazine. Juni 1990, S. 13-15. 14. a-Heirat zwischen Exchange-Traded und OTC-Derivaten: Die CBOEs FLEX-Optionen, Journal of Derivatives. Herbst 1993, S. 105-107. B. Pricing Issues für Cash Option Märkte 1. Kaushik Amin und James Bodurtha Jr. quotDiscrete-Time Bewertung der amerikanischen Optionen mit stochastischen Zinssätzen, quot Review of Financial Studies. Frühjahr 1995, S. 193-234. 2. Kaushik Amin und Victor Ng, quotOptions Bewertung mit systematischer stochastischer Volatilität, Journal of Finance. Juli 1993, S. 881-910. 3. James Ang und Tsong-yue Lai, quotDeriving Option-Pricing Modelle: Eine Synthese, Fortschritte in Investment Analysis und Portfolio Management. Vol. 1, 1991, S. 91-106. 4. David Babbel und Laurence Eisenbery, quotGeneralisierte Put-Call Parity, Journal of Financial Engineering. Dezember 1992, S. 243-263. 5. David Babbel und Laurence Eisenbery, quotQuality-Adjusting Options und Forward Contracts, Journal of Financial Engineering. Juni 1993, S. 89-126. 6. Thomas Beck, quotBlack-Scholes Revisited: Einige wichtige Details, Finanzbericht. Februar 1993, S. 77-90. 7. Henk Berkman, quotThe Market Spread, Limit Orders und Optionen, Journal of Financial Services Research. Januar 1993, S. 399-416. 8. Fischer Black und Piotr Karasinski, quotBond und Option Pricing, wenn Kurse sind lognormal, quot Financial Analysts Journal. Juli-August 1991, S. 52-59. 9. Phelim Boyle und Tom Vorst, quotOption Replikation in diskreter Zeit mit Transaktionskosten, Journal of Finance. März 1992, S. 271-294. 10. Robert Brooks, Jon Corson und J. Donal Wales, quotThe Pricing of Index Optionen, wenn die zugrunde liegenden Vermögenswerte alle eine lognormal Diffusion, Fortschritte in Futures und Optionen Research. Vol. 7, 1994, S. 65-85. 11. David Bunch und Herb Johnson, quotA Einfache und numerisch effiziente Bewertungsmethode für American setzt mit einem modifizierten Geske-Johnson-Ansatz, Journal of Finance. Juni 1992, S. 809-816. 12. Linda Canina, quotDie Preise und Informationen Inhalt der Derivative Wertpapiere, Dissertation, New York University, 1990, 101 pp. 13. Kalok Chan, Y. Peter Chung und Herb Johnson, quotWhy Option Preise Lag Stock Preise: Ein Trading - Basierte Erläuterung, Journal of Finance. Dezember 1993, S. 1957-1968. 14. David Chen und Robert Welch, quotEmpirical Option Preis Bands auf der CBOE und die Redundanz von Optionen, Fortschritte in der quantitativen Analyse von Finanzen und Rechnungswesen. Vol. 1 Teil B, 1991, S. 161-182. 15. David Chen und Robert Welch, quotThe Relative Mispricing von amerikanischen Anrufen unter alternativen Dividendenmodellen, Fortschritte in Futures und Options Research. Vol. 6, 1992, S. 15-44. 16. John Cotner und Nandkumar Nayar, quotSeasonal Effekte in SampP 100 Index Option Rückkehr, das Journal der Futures-Märkte. August 1993, S. 453-468. 17. Louis Culumovic und Robert Welch, quotA Reexamination von Constant-Variance American Call Mispricing, Fortschritte in Futures und Options Research. Vol. 7, 1994, S. 177-221. 18. Paul Dawson, quotComparative Preisgestaltung der amerikanischen und europäischen Index-Optionen: Eine empirische Analyse, das Journal der Futures-Märkte. Mai 1994, S. 363-378. 19. Fernando Diz und Thomas Finucane, quotDo die Optionen Märkte wirklich überreagieren das Journal der Futures-Märkte. Mai 1993, S. 299-312. 20. Bernard Dumas, Peter Jennergren und Bertil Naslund, quotCurrency Option Pricing in glaubwürdigen Zielzonen, Bewertung von Futures Markets. Vol. 12 Nr. 2, 1993, S. 323-340. QuotDiscussion, von William K. H. Fung, S. 341-346. 21. F. Fabozzi, S. Hauser und U. Yaari, "Ausgewogene Ausübung von Fremdwährungsoptionen: Determinanten der amerikanischen Prämie und der kritische Wechselkurs, Fortschritte bei Futures und Options Research. Vol. 4, 1990, S. 219-236. 22. Stephen Figlewski und Steven Freund, quotThe Pricing of Convexity Risk und Time Decay in Options Märkten, Journal of Banking und Finanzen. Januar 1994, S. 73-92. 23. Stephen Figlewski und Gwendolyn Webb, quotOptions, Short Sales und Market Completeness, Journal of Finance. Juni 1993, S. 761-778. 24. Thomas Finucane, quotBinomial Approximationen der amerikanischen Call Option Preise mit stochastischen Volatilitäten, Fortschritte in Futures und Options Research. Vol. 7, 1994, S. 113-134. 25. Thomas Finucane, quotPut-Call Parity und erwartete Renditen, Journal of Financial and Quantitative Analysis. Dezember 1991, S. 445-458. 26. Jeff Fleming und Robert Whaley, der Wert von Wildcard Optionen, Journal of Finance. März 1994, S. 215-236. 27. George Frankfurter and Wai Leung, quotFurther Analysis of the Put-Call Parity Implied Risk-Free Interest Rate, quot Journal of Financial Research . Fall 1991, pp. 217-232. 28. Thomas George and Francis Longstaff, quotBid-Ask Spreads and Trading Activity in the SampP 100 Index Options Market, quot Journal of Financial and Quantitative Analysis . September 1993, pp. 381-398. 29. Espen Gaarder Haug, quotOpportunities and Perils of Using Option Sensitivities, quot Journal of Financial Engineering . September 1993, pp. 253-270. 30. Campbell Harvey and Robert Whaley, quotDividends and SampP 100 Index Option Valuation, quot The Journal of Futures Markets . April 1992, pp. 123-138. 31. David Heath, Robert Jarrow, and Andrew Morton, quotContingent Claim Valuation with a Random Evolution of Interest Rates, quot Review of Futures Markets . Vol. 9 No. 1, 1990, pp. 54-76. quotDiscussion, quot by John Hull and Gregory Habeeb, pp. 77-83. 32. Steven Heston, quotA Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options, quot Review of Financial Studies . Vol. 6 No. 2, 1993, pp. 327-343. 33. Steven Heston, quotInvisible Parameters in Option Prices, quot Journal of Finance . July 1993, pp. 933-948. 34. Jimmy Hilliard, Jeff Madura, and Alan Tucker, quotCurrency Option Pricing with Stochastic Domestic and Foreign Interest Rates, quot Journal of Financial and Quantitative Analysis . June 1991, pp. 139-152. 35. Jimmy Hilliard and Alan Tucker, quotMarket-Determined Premia for American Currency Spot Options, quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 227-240. 36. Jimmy Hilliard and Alan Tucker, quotA Note on Weekday, Intraday, and Overnight Patterns in the Interbank Foreign Exchange and Listed Currency Options Markets, quot Journal of Banking and Finance . December 1992, pp. 1159-1171. 37. John Hull and Alan White, quotEfficient Procedures for Valuing European and American Path-Dependent Options, quot Journal of Derivatives . Fall 1993, pp. 21-33. 38. Farshid Jamshidian, quotAn Analysis of American Options, quot Review of Futures Markets . Vol. 11 No. 1, 1992, pp. 72-80. quotDiscussion, quot by Thomas Stucki, pp. 81-83. 39. Taehoon Kang and B. Wade Brorsen, quotConditional Heteroskedasticity, Asymmetry, and Option Pricing, quot The Journal of Futures Markets . December 1995. 40. In Joon Kim and Suk Joon Kim, quotOptimal Exercise Boundary in a Binomial Option Pricing Model, quot Journal of Financial Engineering . June 1994, pp. 137-158. 41. Myung-Jig Kim, Young-Ho Oh, and Robert Brooks, quotAre Jumps in Stock Returns Diversifiable Evidence and Implications for Option Pricing, quot Journal of Financial and Quantitative Analysis . December 1994, pp. 609-632. 42. Raman Kumar, Atulya Sarin, and Kaldeep Shastri, quotThe Behavior of Option Price Around Large Block Transactions in the Underlying Security, quot Journal of Finance . July 1992, pp. 879-890. 43. Raman Kumar and Kaldeep Shastri, quotThe Predictive Ability of Stock Prices Implied in Option Premia, quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 165-176. 44. Haim Levy and Young Hoon Byun, quotAn Empirical Test of the Black-Scholes Options Pricing Model and the Implied Variance: A Confidence Interval Approach, quot Journal of Accounting, Auditing, and Finance . Fall 1987, pp. 355-369. quotProfessional Adaptation, quot p. 370-374. 45. H. Levy and A. Levy, quotOption Valuation: An Extension of The Binomial Model, quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 49-69. 46. James Wuh Lin, quotInterest Rate Dynamics and the Black-Scholes Call Option Price, quot Advances in Quantitative Analysis of Finance and Accounting . Vol. 3 Part B, Winter 1994. 47. Andrew Lo and Jiang Wang, quotImplementing Option Pricing Models When Asset Returns are Predictable, quot Journal of Finance . March 1995, pp. 87-130. 48. Teppos Martikainen, Jukka Perttunen, and Vesa Puttonen, quotFinnish Turn-of-the-Month Effects: Returns, Volume, and Implied Volatility, quot The Journal of Futures Markets . September 1995. 49. Larry Merville and Dan Pieptea, quotOn the Stochastic Nature of the Stock Price Variance Rate and Strike Price Bias in Option Pricing, quot Advances in Quantitative Analysis of Finance and Accounting . Vol. 1 Part A, 1991, pp. 1-24. 50. Mary Nisbet, quotPut-Call Parity Theory and an Empirical Test of the Efficiency of the London Traded Options Market, quot Journal of Banking and Finance . April 1992, pp. 381-403. 51. John Okunev and Mark Tippett, quotA Multifactor Option Pricing Model, quot Advances in Futures and Options Research . Vol. 6, 1992, pp. 67-80. 52. F. Page Jr. and M. Rzepczynski, quotOption Pricing and Asset Returns in Discrete Time, quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 31-48. 53. Antton Pelsser and Ton Vorst, quotThe Binomial Model and the Greeks, quot Journal of Derivatives . Spring 1994, pp. 45-49. 54. David Peterson, quotA Transaction Data Study of Day-of-the-Week and Intraday Patterns in Option Returns, quot Journal of Financial Research . Summer 1990, pp. 117-132. 55. Vesa Puttonen, quotBoundary Conditions for Index options: Evidence from the Finnish Market, quot The Journal of Futures Markets . August 1993, pp. 545-562. 56. Robert Ritchey, quotA Call Option Valuation for Discrete Normal Mixtures, quot Journal of Financial Research . Winter 1990, pp. 285-296. 57. Mark Rubinstein, quotImplied Binomial Trees, quot Journal of Finance . July 1994, pp. 771-818. 58. Jacques Schnabel and Jason Wei, quotValuing Takeover-Contingent Foreign Exchange Call Options, quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 223-236. 59. L. Scott, quotRandom-Variance Option Pricing: Empirical Tests of the Model and Delta-Sigma Hedging, quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 113-135. 60. Aamir Sheikh, quotTransactions Data Tests of SampP 100 Call Option Pricing, quot Journal of Financial and Quantitative Analysis . December 1991, pp. 459-476. 61. Thomas Stucki and Walter Wasserfallen, quotStock and Option Markets: The Swiss Evidence, quot Journal of Banking and Finance . October 1994, pp. 881-893. 62. H. J. Tan and Hohn Dickinson, quotTests of Options Market Efficiency: A Study of the European Options Exchange, quot Review of Futures Markets . Vol. 9 No. 3, 1990, pp. 552-570. quotDiscussion, quot by Elroy Dimson, pp. 571-575. 63. Yisong Tian, quotA Modified Lattice Approach to Option Pricing, quot The Journal of Futures Markets . August 1993, pp. 563-578. 64. Robert Trippi, Edward Brill, and Richard Hariff, quotPricing Options on an Asset with Bernoulli Jump-Diffusion Returns, quot Financial Review . February 1992, pp. 59-79. 65. Nicholas Valerio III, quotValuation of Cash-Settlement Call Options Containing a Wild-Card Exercise Feature, quot Journal of Financial Engineering . December 1993, pp. 335-364. 66. Jason Wei, quotValuing American Equity Options with a Stochastic Interest Rate: A Note, quot Journal of Financial Engineering . June 1993, pp. 195-206. C. Volatility and Implied Volatility for Cash Option Markets 1. Giovanni Barone-Adesi, Keith Brown, and W. Harlow, quotOn the Use of Implied Volatilities in the Prediction of Successful Corporate Takeovers, quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 147-165. 2. K. Becker and A. Tucker, quotImplied Index Volatilities and Intraweek Effects in the U. S. Equity Market, quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 297-308. 3. Arjun Chatrath, Sanjay Remchander, and Frank Song, quotDoes Options Trading Lead to Greater Market Volatilityquot The Journal of Futures Markets . October 1995. 4. Seungmook Choi and Mark Wohar, quotImplied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets, quot Financial Review . November 1992, pp. 503-530. 5. Fernando Diz and Thomas Finucane, quotThe Time Series Properties of Implied Volatility of SampP 100 Index Options, quot Journal of Financial Engineering . June 1993, pp. 127-154. 6. Joao Duque and Dan Paxson, quotImplied Volatility and Dynamic Hedging, quot Review of Futures Markets . Vol. 13 No. 2, 1994, pp. 381-422. quotDiscussion, quot by William K. H. Fung, pp. 423-428. 7. Robert Engle, Che-Hsuing Hong, Alex Kane, and Jaesun Noh, quotArbitrage Valuation of Variance Forecasts with Simulated Options, quot Advances in Futures and Options Research . Vol. 6, 1992, pp. 393-416. 8. Thomas Finucane, quotA Simple Linear Weighting Scheme for Black-Scholes Implied Volatilities: A Note, quot Journal of Banking and Finance . May 1989, pp. 321-326. 9. Jeff Fleming, Barbara Ostdiek, and Robert Whaley, quotPredicting Stock Market Volatility: A New Measure, quot The Journal of Futures Markets . May 1995, pp. 265-302. 10. Campbell Harvey and Robert Whaley, quotMarket Volatility Prediction and the Efficiency of the SampP 100 Index Option Market, quot Journal of Financial Economics . February 1992, pp. 43-73. 11. Campbell Harvey and Robert Whaley, quotSampP 100 Index Options Volatility, quot Journal of Finance . September 1991, pp. 1551-1561. 12. Ronald Heynen, quotAn Empirical Investigation of Observed Smile Patterns, quot Review of Futures Markets . Vol. 13 No. 2, 1994, pp. 317-354. 13. Ronald Heynen and Harry Kat, quotVolatility Prediction: A Comparison of the Stochastic Volatility, GARCH (1,1), and EGARCH (1,1) Models, quot Journal of Derivatives . Winter 1994, pp. 50-65. 14. Ronald Heynen, Angelien Kemna, and Ton Vorst, quotAnalysis of the Term Structure of Implied Volatilities, quot Journal of Financial and Quantitative Analysis . March 1994, pp. 31-56. 15. Benjamin Hunt, quotA Forecasting Model of Option Pricing Volatility, quot Review of Futures Markets . Vol. 11 No. 3, 1992, pp. 355-366. quotDiscussion, quot by William K. H. Fung, pp. 367-368. 16. G. Andrew Karolyi, quotA Bayesian Approach to Modeling Stock Return Volatility for Option Valuation, quot Journal of Financial and Quantitative Analysis . December 1993, pp. 579-594. 17. In Joon Kim, Keun Chong Kim, and Ross Zisking, quotOn the Apparent Systematic Bias of Implied Volatility in the Black and Scholes Model, quot Advances in Investment Analysis and Portfolio Management . Vol. 2, 1994. 18. Tsong-Yue Lai, Cheng-few Lee, and Alan Tucker, quotAn Alternative Method for Obtaining the Implied Standard Deviation, quot Journal of Financial Engineering . December 1992, pp. 369-375. 19. Christopher Lamoureux and William Lastrapes, quotForecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities, quot Review of Financial Studies . Vol. 6 No. 2, 1993, pp. 293-326. 20. Joel Morse, quotAn Intraweek Seasonality in the Implied Volatilities of Individual and Index Options, quot Financial Review . August 1991, pp. 319-341. 21. Vasanttilak Naik, quotOption Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns, quot Journal of Finance . December 1993, pp. 1969-1984. 22. W. Randolph, B. Rubin, and E. Cross, quotThe Response of Implied Standard Deviations to Changing Market Conditions, quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 265-280. 23. Bruce Resnick, Aamir Sheikh, and Yo-Shin Song, quotTime Varying Volatilities and Calculation of the Weighted Implied Standard Deviation, quot Journal of Financial and Quantitative Analysis . September 1993, pp. 417-430. 24. Stephen Taylor and Xinzhong Xu, quotThe Magnitude of Implied Volatility Smiles: Theory and Empirical Evidence for Exchange Rates, quot Review of Futures Markets . Vol. 13 No. 2, 1994, pp. 355-380. 25. Xinzhong Xu and Stephen Taylor, quotThe Term Structure of Volatility Implied by Foreign Exchange Options, quot Journal of Financial and Quantitative Analysis . March 1994, pp. 57-94. D. Hedging and Other Issues for Cash Option Markets 1. Raj Aggarwal and Edward Gruca, quotIntraday Trading Patterns in the Equity Options Market, quot Journal of Financial Research . Winter 1993, pp. 285-298. 2. Kerry Back, quotAsymmetric Information and Options, quot Review of Financial Studies . Vol. 6 No. 3, 1993, pp. 435-472. 3. Scott Beighley, quotReturn Patterns for Equity Indexes Hedged with Options, quot Journal of Portfolio Management . Winter 1994, pp. 68-73. 4. Bruce Benet and Carl Luft, quotHedge Performance of SPX Index Options and SampP 500 Futures, quot The Journal of Futures Markets . September 1995. 5. Menachem Berg and Giora Moore, quotForeign Exchange Strategies: Spot, Forward and Options, quot Journal of Business Finance and Accounting . April 1991, pp. 449-457. 6. Bruno Biais and Pierre Hillion, quotInsider and Liquidity Trading in Stock and Options Markets, quot Review of Financial Studies . Winter 1994, pp. 743-780. 7. R. Brooks and W. Lloyd, quotOptions on Stocks Versus Index Options: The Portfolio Effect, quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 111-124. 8. J. S. Butler and Barry Schachter, quotUnbiased Estimation of Option Prices: An Examination of the Return from Hedging Options Against Stocks, quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 167-176. 9. Mitzi Carletti and Eric Weigel, quotThe BondCall Option Strategy, quot Journal of Portfolio Management . Fall 1992, pp. 76-83. 10. Don Chance, quotOption Volume and Stock Market Performance, quot Journal of Portfolio Management . Summer 1990, pp. 42-51. 11. Don Chance, quotTranslating the Greek: The Real Meaning of Call Option Derivatives, quot Financial Analysts Journal . July-August 1994, pp. 43-49. 12. Michel Crouhy and Dan Galai, quotHedging with a Volatility Term Structure, quot Journal of Derivatives . Spring 1995, pp. 45-52. 13. Paul Dawson and Gordon Gemmill, quotReturns to Market-Making on the London Traded Options Market, quot Review of Futures Markets . Vol. 9 No. 3, 1990, pp. 666-680. quotDiscussion, quot by Steward Hodges, pp. 681-683. 14. J. David Diltz and Steve Swidler, quotA Comparison of Actual and Theoretical Transaction Cost Estimates for CBOE-Listed Options, quot Advances in Futures and Options Research . Vol. 6, 1992, pp. 355-366. 15. Fernando Diz and Thomas Finucane, quotThe Rationality of Early Exercise Decisions: Evidence from the SampP 100 Index Options Market, quot Review of Financial Studies . Vol. 6 No. 4, Winter 1993, pp. 765-798. 16. Robert Ferguson, quotSome Formulas for Evaluating Two Popular Option Strategies, quot Financial Analysts Journal . September-October 1993, pp. 71-76. 17. S. Ferris, D. Chance, and G. Wolfe, quotTransaction Data Study of Stock Returns and Trading Activity During Option Expiration Periods, quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 149-174. 18. Stephen Figlewski, N. K. Chidambaran, and Scott Kaplan, quotEvaluating the Performance of the Protective Put Strategy, quot Financial Analysts Journal . July-August 1993, pp. 46-56. 19. Philip Fink and Hohn McCrudden, quotCovered Calls can Provide Tax and Financial Advantages, quot Journal of Taxation and Investments . Summer 1993, pp. 291-299. 20. Dan French and Edwin Maberly, quotEarly Exercise of American Index Options, quot Journal of Financial Research . Summer 1992, pp. 127-138. 21. Steven Freund, P. Douglas McCann, and Gwendollyn Webb, quotA Regression Analysis of the Effects of Option Introduction on Stock Variances, quot Journal of Derivatives . Spring 1994, pp. 25-38. 21. John Gilster Jr. quotThe Systematic Risk of Discretely Rebalanced Option Hedges, quot Journal of Financial and Quantitative Analysis . December 1990, pp. 507-516. 22. Oystein Gjerde and Frode Saettem, quotOption Initiation and Underlying Market Behavior: Evidence from Norway, quot The Journal of Futures Markets . December 1995. 23. Mahmoud Haddad and Frank Voorheis, quotInitial Option Trading and Security Risk and Return, quot Journal of Business Fiance and Accounting . November 1991, pp. 903-914. 24. Shmuel Hauser, Azriel Levy and Uzi Yaari, quotTrading Frequency and Implied Transaction Costs of Foreign Exchange Options, quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 37-45. 25. Joanne Hill and Hardy Hodges, quotSampP 500 Hedging Costs: A Look Over Time and Market Environments, quot Financial Analysts Journal . July-August 1994, pp. 69-75. 26. Jimmy Hilliard, quotFinite Horizon Hedge Ratios for American Options: A Minimum Variance Solution, quot Journal of Financial Engineering . March 1994, pp. 1-18. 27. T. Hoggard, A. E. Whalley, and P. Wilmott, quotHedging Option Portfolios in the Presence of Transaction Costs, quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 21-35. 28. Riaz Hussain, quotLong-Term Synthetic Puts, quot Financial Review . February 1993, pp. 25-44. 29. Mel Jameson and William Wilhelm, quotMarket Making in the Options Markets and the Costs of Discrete Hedge Rebalancings, quot Journal of Finance . June 1992, pp. 765-780. 30. Robert Klemkosky and Bruce Resnick, quotA Note on the No Premature Exercise Condition of Dividend Payout Unprotected American Call Options: A Clarification, quot Journal of Banking and Finance . April 1992, pp. 373-379. 31. Haim Levy and James Yoder, quotTrading Losses from Using a Sample Estimate of the Variance in the Black-Scholes Model: A Simulation Analysis, quot Advances in Quantitative Analysis of Finance and Accounting . Vol. 3 Part B, Winter 1994. 32. Harry Marmer and F. K. Louis Ng, quotMean-Semivariance Analysis of Option-Based Strategies: A Total Asset Mix Perspective, quot Financial Analysts Journal . May-June 1993, pp. 47-54. 33. Joseph Mezrich, quotWhen Is a Tree a Hedgequot Financial Analysts Journal . November-December 1994, pp. 75-81. 34. Chandrasekhar Mishra and Jorge Urrutia, quotAn Option-Based Approach to Determining the Optimal Reinsurance Stop-Loss Premium, quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 313-321. 35. Anthony Neuberger, quotOption Replication with Transaction Costs: An Exact Solution for the Pure Jump Process, quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 1-20. 36. Jaesun Noh, Robert Engle, and Alex Kane, quotForecasting Volatility and Option Prices of the SampP 500 Index, quot Journal of Derivatives . Fall 1994, pp. 17-30. 37. James Overdahl and Peter Martin, quotThe Exercise of Equity Options: Theory and Empirical Tests, quot Journal of Derivatives . Fall 1994, pp. 38-50. 38. Percy Poon, quotAn Empirical Examination of the Return Volatility-Volume Relation in Related Markets: The Case of Stock and Options, quot Financial Review . November 1994, pp. 473-496. 39. Peter Pope and Pradeep Yadav, quotThe Impact of Option Expiration on Underlying Stocks: The UK Evidence, quot Journal of Business Finance and Accounting . April 1992, pp. 329-344. 40. Richard Rendleman Jr. and Thomas OBrien, quotThe Effects of Volatility Misestimation on Option-Replication Portfolio Insurance, quot Financial Analysts Journal . May-June 1990, pp. 61-70. 41. Aamir Sheikh, quotThe Behavior of Volatility Expectations and Their Effects on Expected Returns, quot Journal of Business . January 1993, pp. 93-116. 42. Aamir Sheikh and Ehud Ronn, quotA Characterization of the Daily and Intraday Behavior of Returns on Options, quot Journal of Finance . June 1994, pp. 557-580. 43. Robert Strong and Amy Dickinson, quotForecasting Better Hedge Ratios, quot Financial Analysts Journal . January-February 1994, pp. 70-72. 44. Steve Swidler, Lisa Schwartz, and Roger Kristiansen, quotOption Expiration Day Effects in Small Markets: Evidence from the Oslo Stock Exchange, quot Journal of Financial Engineering . June 1994, pp. 177-196. 45. Anand Vijh, quotLiquidity of the CBOE Equity Options, quot Journal of Finance . July 1990, pp. 1157-1180. 46. Robert Welch and Louis Culumovic, quotA Profitable Call Spreading Strategy on the CBOE, quot Journal of Derivatives . Spring 1995, pp. 24-44. 47. Joseph Williams, quotEquilibrium and Options on Real Assets, quot Review of Financial Studies . Vol. 6 No. 4, Winter 1991, pp. 825-850. 48. Rudy Yaksick, quotExpected Optimal Exercise Time of a Perpetual American Option: A Closed-form Solution, quot Journal of Financial Engineering . March 1995, pp. 55-74. 49. Terry Zivney, quotThe Value of Early Exercise in Option Prices: An Empirical Investigation, quot Journal of Financial and Quantitative Analysis . March 1991, pp. 129-138. E. Exotic-Over the Counter Options 1. G. Blazenko, P. Boyle, and K. Newport, quotValuation of Tandem Options, quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 39-49. 2. Laurent Bouaziz, Eric Briys, and Michael Crouhy, quotThe Pricing of Forward-Starting Asian Options, quot Journal of Banking and Finance . October 1994, pp. 823-839. 3. Phelim Boyle, quotNew Life Forms on the Option Landscape, quot Journal of Financial Engineering . September 1993, pp. 217-252. 4. Phelim Boyle and Sok Hoon Lau, quotBumping Up Against the Barrier with the Binomial Method, quot Journal of Derivatives . Summer 1994, pp. 6-14. 5. Phelim Boyle and Inmoo Lee, quotDeposit Insurance with Changing Volatility: An Application of Exotic Options, quot Journal of Financial Engineering . SeptemberDecember 1994, pp. 205-228. 6. Lillian Chew, quotLookback Meets Average-Rate, quot Risk Magazine . March 1989, p.2. 7. O. Cheyette, quotPricing Options on Multiple Assets, quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 68-91. 8. Antoine Conze and Viswanathan, quotPath Dependent Options: The Case of Lookback Options, quot Journal of Finance . December 1991, pp. 1893-1907. 9. Darrell Duffie, quotThe Risk-Neutral Value of the Early Arbitrage Option: A Note, quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 107-110. 10. Gary Gastineau, quotAn Introduction to Special-Purpose Derivatives: Options with a Payout Depending on More than One Variable, quot Journal of Derivatives . Fall 1993, pp. 98-104. 11. Gary Gastineau, quotAn Introduction to Special-Purpose Derivatives: Path-Dependent Options, quot Journal of Derivatives . Winter 1993, pp. 78-86. 12. Gary Gastineau, quotAn Introduction to Special-Purpose Derivatives: Roll Up Puts, Roll Down Calls, and Contingent Premium Options, quot Journal of Derivatives . Summer 1994, pp. 40-43. 13. Joseph Haykov, quotA Better Control Variate for Pricing Standard Asian Options, quot Journal of Financial Engineering . September 1993, pp. 207-216. 14. B. A. Heenk, A. G. Z. Kemna, and A. C. F. Vorst, quotAsian Options on Oil Spreads, quot Review of Futures Markets . Vol. 9 No. 3, 1990, pp. 510-528. quotDiscussion, quot by William K. H. Fung, pp. 529-531. 15. Ronald Heynen and Harry Kat, quotPartial Barrier Options, quot Journal of Financial Engineering . SeptemberDecember 1994, pp. 253-274. 16. Harry Kat, quotContingent Premium Options, quot Journal of Derivatives . Summer 1994, pp. 44-55. 17. Nelson Lacey and Donald Chambers, quotOption Wagering in Point Spread Betting Markets, quot Journal of Derivatives . Fall 1994, pp. 31-37. 18. William Margrabe, quotTriangular Equilibrium and Arbitrage in the Market for Options to Exchange Two Assets, quot Journal of Derivatives . Fall 1993, pp. 60-70. 19. Don Rich, quotThe Mathematical Foundations of Barrier Option-Pricing Theory, quot Advances in Futures and Options Research . Vol. 7, 1994, pp. 267-311. 20. Don Rich and Don Chance, quotAn Alternative Approach to the Pricing of Options on Multiple Assets, quot Journal of Financial Engineering . September 1993, pp. 271-286. 21. Peter Ritchken, L. Sankarasubramanian, and Anand Vijh, quotAveraging Options for Capping Total Costs, quot Financial Management . Autumn 1990, pp. 35-41. 22. Mark Rubinstein, quotDouble Trouble, quot Risk Magazine . December 1991-January 1992, p.73. 23. Mark Rubinstein, quotOne for Another, quot Risk Magazine quot, July-August 1991, pp. 30-32. 24. Mark Rubinstein, quotOptions for the Undecided, quot Risk Magazine . April 1991, p. 43. 25. Mark Rubinstein, quotPay Now, Choose Later, quot Risk Magazine . February 1991, p.13. 26. Mark Rubinstein, quotSomewhere Over the Rainbow, quot Risk Magazine . November 1991, pp. 63-66. 27. Mark Rubinstein, quotTwo into One, quot Risk Magazine . May 1991, p. 49. 28. Mark Rubinstein and Eric Reiner, quotBreaking Down the Barriers, quot Risk Magazine . September 1991, pp. 28-35. 29. Barry Schachter, quotBreaking Up Is Hard to Do: The Risks in the Financial Engineering of Customized Options, quot Journal of Financial Engineering . September 1992, pp. 133-149. 30. Robert Trippi and Don Chance, quotQuick Valuation of the quotBermudaquot Capped Option, quot Journal of Portfolio Management . Fall 1993, pp. 93-99. 31. Stuart Turnbull and Lee Macdonald Wakeman, quotA Quick Algorithm for Pricing European Average Options, quot Journal of Financial and Quantitative Analysis . September 1991, pp. 377-390. 32. Clayton Von Jaeger, quotUse of Average Rate Options to Hedge Translational Exposure, quot Risk Magazine . December 1989-January 1990, p. 33. 33. G. George Yu, quotFinancial Instruments to Lock in Payoffs, quot Journal of Derivatives . Spring 1994, pp. 77-86. 34. Peter Zhang, quotCorrelation Digital Options, quot Journal of Financial Options . March 1995, pp. 75-96. 35. Peter Zhang, quotFlexible Arithmetic Asian Options, quot Journal of Derivatives . Spring 1995, pp. 53-63. 36. Peter Zhang, quotFlexible Asian Options, quot Journal of Financial Engineering . March 1994, pp. 65-84. A. Introductory Articles and Books 1. Theodore Barnhill and William Seale, quotFinancing with Hybrid Securities Having Commodity Option and Forward-Contract Characteristics, quot Advances in Futures and Options Research . Vol. 4, 1990, pp. 137-151. 2. Christopher Bobin, Agricultural Options: Trading, Risk Management, and Hedging . New York: John Wiley and Sons, 1990, 253 pp. 3. Keith Schap, quotEnhancing Cash Yield with Treasury Bond Options, quot Futures . September 1990, pp. 40-42. 1. R. Bahr, quotInterest Rate Futures Options: An Empirical Test of the Ho and Lee Model in the Australian Context, quot Review of Futures Markets . Vol. 12 No. 3, 1993, pp. 661-684. quotDiscussion, quot by Malick Sy, pp. 685-686. 2. David Bates, quotThe Crash of 87: Was It Expected The Evidence from Options Markets, quot Journal of Finance . July 1991, pp. 1009-1044. 3. Menachem Brenner, Georges Coutadon, and Marti Subrahmanyam, quotOptions on Stock Indices and Options on Futures, quot Journal of Banking and Finance . September 1989, pp. 773-782. 4. Nusret Cakici, Sris Chatterjee, and Avner Wolf, quotEmpirical Tests of Valuation Models for Options on T-Note and T-Bond Futures, quot The Journal of Futures Markets . February 1993, pp. 1-14. 5. M. M. Chaudhury, quotSome Easy-to-Implement Methods of Calculating American Futures Option Prices, quot The Journal of Futures Markets . May 1995, pp. 303-344. 6. Mohammed Chaudhury and Jason Wei, quotUpper Bounds for American Futures Options: A Note, quot The Journal of Futures Markets . February 1994, pp. 111-116. 7. Ren-Raw Chen, quotExact Solutions for Futures and European Futures Options on Pure Discount Bonds, quot Journal of Financial and Quantitative Analysis . March 1992, pp. 97-108. 8. Raymond Chiang and Hohn Okunev, quotAn Alternative Formulation on the Pricing of Foreign Currency Options, quot The Journal of Futures Markets . December 1993, pp. 903-908. 9. Kevin Davis, quotThe Pricing of Options on Australian Bank Bill Futures: A Test of the Black Model Using Transactions Data, quot Review of Futures Markets . Vol. 10 No. 3, 1991, pp. 460-476. quotDiscussion, quot by K. R. Sawyer, pp. 477-479. 10. David Feldman, quotEuropean Options on Bond Futures: A Closed Form Solution, quot The Journal of Futures Markets . May 1993, pp. 325-334. 11. Joseph Ghalbouni, Lawrence Kryzanowski, and Minh Chau To, quotTransaction Costs and Option-Pricing Biases: Some Evidence for Options on Foreign Exchange Futures, quot Review of Futures Markets . Vol. 9 No. 1, 1990, pp. 26-48. quotDiscussion, quot by Margaret Monroe and Francis Russell, pp. 49-53. 12. Mike Girou, A. Scott McIllwain, and Dix Pettey, quotOptions Market Implied Consensus Views, quot Review of Futures Markets . Vol. 13 No. 3, 1994, pp. 943-978. quotDiscussion, quot by Paul Fackler and Sheldon Natenberg, pp. 979-996. 13. Mark Harrision, Toan Pham, and Ah Boon Sim, quotThe Market for Options on Ten-Year Treasury Bond Futures in Australia: Some Empirical Evidence Using the Black Model, quot Review of Futures Markets . Vol. 11 No. 3, 1992, pp. 369-410. quotDiscussion, quot by Jayaram Muthuswamy, pp. 411-413. 14. Thomas Ho and Sang Bin Lee, quotInterest Rate Futures Options and Interest Rate Options, quot Financial Review . August 1990, pp. 345-370. 15. James Hutchinson, Andrew Lo, and Tomaso Poggio, quotA Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks, quot Journal of Finance . July 1994, pp. 851-890. 16. Farshid Jamshidian, quotCommodity Option Evaluation in the Gaussian Futures Term Structure Model, quot Review of Futures Markets . Vol. 10 No. 2, 1991, pp. 324-346. quotDiscussion, quot by Andrew Morton and Alfred Kanzler, pp. 347-349. 17. Ira Kawaller, Paul Koch, and Hohn Peterson, quotAssessing the Intraday Relationship between Implied and Historical Volatility, quot The Journal of Futures Markets . May 1994, pp. 323-346. 18. In Joon Kim, quotAnalytic Approximation of the Optimal Exercise Boundaries for American Futures Options, quot The Journal of Futures Markets . February 1994, pp. 1-24. 19. Joon Kim, quotThe Analytic Valuation of American Options, quot Review of Financial Studies . Vol. 3 No. 4, 1990, pp. 547-572. 20. Cheng-kun Kuo, quotThe Valuation of Futures-Style Options, quot Review of Futures Markets . Vol. 10 No. 3, 1991, pp. 480-487. quotDiscussion, quot by Malick Sy, pp. 488-489. 21. Patrick Marchand, quotRelative Futures-Option Pricing and Options on SampP 500 Index Futures: A Test of Market Efficiency, quot dissertation, The University of Alabama, 1990, 171 pp. 22. Patrick Marchand, James Lindley, and Richard Followill, quotFurther Evidence on Parity Relationships in Options on SampP 500 Index Futures, quot The Journal of Futures Markets . September 1994, pp. 757-772. 23. Mario Miranda and Joseph Glauber, quotThe Effects of Price Supports on the Valuation of Options on Agricultural Futures Contracts, quot Review of Futures Markets . Vol. 9 No. 1, 1990, pp. 108-125. quotDiscussion, quot by Paul Fackler and David Parker, pp. 126-133. 24. N. Moore and S. Pruitt, quotArbitrage Opportunities and the Design of Call and Put Price Schedules of a Bond, quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 289-295. 25. Joseph Ogden, Alan Tucker, and Timothy Vines, quotArbitraging American Gold Spot and Futures Options, quot Financial Review . November 1990, pp. 577-592. 26. James Overdahl and Andrew Chen, quotThe Exercise of Options on Agricultural Commodity Futures, quot Review of Futures Markets . Vol. 10 No. 2, 1991, pp. 296-317. quotDiscussion, quot by Bruce Sherrick and James Bittman, pp. 318-323. 27. Ehud Ronn and Robert Bliss Jr. quotA Nonstationary Trinomial Model for the Valuation of Options on Treasury Bond Futures Contracts, quot The Journal of Futures Markets . August 1994, pp. 597-618. 28. Elvira Maria de Sousa Silva and Kandice Kahl, quotReliability of Soybean and Corn Option-Based Probability Assessments, quot The Journal of Futures Markets . October 1993, pp. 765-780. 29. Joel Sternberg, quotA Reexamination of Put-Call Parity on Index Futures, quot The Journal of Futures Markets . February 1994, pp. 79-102. 30. Steve Swidler and J. David Diltz, quotImplied Volatilities and Transaction Costs, quot Journal of Financial and Quantitative Analysis . September 1992, pp. 437-448. 31. Malick Sy, quotPricing of Options on Futures in Thin Markets: Empirical Evidence from the Singapore International Monetary Exchange, quot Review of Futures Markets . Vol. 9, Supplement, 1990, pp. 228-250. quotDiscussion, quot by W. K. H. Fung, pp. 251-257. 32. Stuart Turnbull and Frank Milne, quotA Simple Approach to Interest-Rate Option Pricing, quot Review of Financial Studies . Vol. 4 No. 1, 1991, pp. 87-120. 33. William W. Wilson and Hung-Gay Fung, quotPut-Call Parity and Arbitrage Bounds for Options on Grain Futures, quot American Journal of Agricultural Economics . February 1991, pp. 55-65. 1. David Bullock and Dermot Hayes, quotSpeculation and Hedging in Commodity Options: A Modification of Wolfs Portfolio Model, quot Journal of Economics and Business . August 1992, pp. 201-222. 2. Ira Kawaller, quotA Novel Approach to Transactions-Based Currency Exposure Management, quot Financial Analysts Journal . November-December 1992, pp. 79-80. 3. George Ladd and Steven Hanson, quotPrice-Risk Management with Options: Optimal Market Positions and Institutional Value, quot The Journal of Futures Markets . December 1991, pp. 737-750. 4. Li-Fen Lei, Donald Liu, and Arne Hallam, quotSolving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique, quot The Journal of Futures Markets . August 1995. 5. Bruce Love and Milton Boyd, quotThe Effectiveness of Commodity Options for Stabilizing Grain Revenues, quot Review of Futures Markets . Vol. 13 No. 1, 1994, pp. 155-180. quotDiscussion, quot by Mario Miranda and Christopher Bobin, pp. 181-186. 6. David Shimko, quotOptions on Futures Spreads: Hedging, Speculation, and Valuation, quot The Journal of Futures Markets . April 1994, pp. 183-214. D. Regulation, Legal Issues, and Other Topics 1. Gary Gastineau, quotOption Position and Exercise Limits: Time for a Radical Change, quot Journal of Portfolio Management . Fall 1992, pp. 92-96. 2. Margaret Monroe, quotThe Profitability of Volatility Spreads Around Information Releases, quot The Journal of Futures Markets . February 1992, pp. 1-10. 3. Sheldon Natenberg, Scott Irwin, James Meisner, and Phelim Boyle, quotPanel: Research Directions in Commodity Options - Academic and Practitioner Views, quot Review of Futures Markets . Vol. 9 No. 1, 1990, pp. 134-155. quotDiscussion, quot pp. 156-157. 4. J. Overdahl and J. Choi, quotOption Exercises: Evidence from the Treasury Bond Futures Option Market, quot Advances in Futures and Options Research . Vol. 5, 1991, pp. 217-240. 5. Avner Wolf and Jack Clark Francis, quotOptimal Portfolio Choices of Commodity Options in Incomplete Markets: A Simulation Analysis, quot Advances in Quantitative Analysis of Finance and Accounting . Vol. 1 Part A, 1991, pp. 165-196. The number of recent visitors to this site:LCY Chemical Corp 1704.TW (Taiwan Stock Exchange) LCY CHEMICAL CORP. is a Taiwan-based company principally engaged in the manufacture and sales of chemical products. The Companys products include formaldehyde, paraformaldehyde, isopropyl alcohol, acetone, methyl isobutyl ketone, ethyl acetate, pentaerythritol, sodium formate, thermoplastic rubber, polypropylene, polypropylene short fibers, poly propylene and electrolytic aluminum foils, among others. The Company operates businesses in Taiwan, Mainland China, Southeast Asia, Japan and Korea, among others. SPONSORED STORIES Reuters ist die Nachrichten - und Medienabteilung von Thomson Reuters. Thomson Reuters ist die weltweit größte internationale multimediale Nachrichtenagentur, die investierende Nachrichten, Weltnachrichten, Handelsnachrichten, Technologienachrichten, Schlagzeilennachrichten, kleine Handelsnachrichten, Nachrichtenwarnungen, persönliche Finanzierung, Börse und gegenseitige Geldinformationen auf Reuters, Video, Mobile und interaktive Fernsehplattformen. Alle Anführungszeichen verzögert mindestens 15 Minuten. See here for a complete list of exchanges and delays.