Migration of price discovery in semi regulated derivatives markets

Article Abstract:

An investigation and findings of futures options prices information content, in regulated underlying futures prices scenario of derivative markets are presented, by taking empirical evidences from NYBOT (New York Board of Trade).

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code:

Migration of price discovery in semi regulated derivatives markets

Article Abstract:

An investigation and findings of futures options prices information content, in regulated underlying futures prices scenario are presented, by taking empirical evidences from NYBOT (New York Board of Trade).

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code:

Valuing real options using implied trees and commodity future options

Article Abstract:

The usage of an implied binomial tree to evaluate a real commodity option is described. The usage of commodity future options prices for the calibration of the implied binomial tree is discussed.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code: