Are Options on Treasury Bond Futures Price Efficiently?

doi 10.20955/r.66.5-13.tne
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Federal Reserve Bank of St. Louis

Related search

A Literature Review of Treasury Bond Futures Pricing and Arbitrage Method

2015English

Smoothing Primary Exporters' Price Risks: Bonds, Futures, Options and Insurance *

Oxford Economic Papers
EconomicsEconometrics
1992English

Pricing Commodity Options When the Underlying Futures Price Exhibits Time-Varying Volatility

American Journal of Agricultural Economics
AgriculturalEconomicsEconometricsBiological Sciences
1993English

Treasury Bill Futures as Hedges Against Inflation Risk

1987English

Three Essays on Commodity Futures and Options Markets

English

The Arc Sine Law and the Treasury Bill Futures Market

Financial Analysts Journal
AccountingEconomicsFinanceEconometrics
1980English

Valuing Real Options Using Implied Binomial Trees and Commodity Futures Options

SSRN Electronic Journal
2006English

Analysis on How to Deal With Grain Futures Options Within China

Accounting and Finance Research
2014English

The Treasury Bill Futures Market and Market Expectations of Interest Rates

1977English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy