Chapter 7 a discrete time synthesis of derivative security valuation using a term structure of futures prices

Keyphrases

• Discrete-time 100%
• Futures Prices 100%
• Spot Market 100%
• Derivative Securities 100%
• Security Valuation 100%
• Short-sale Constraints 66%
• Model-driven Development 33%
• Index Options 33%
• Complete Markets 33%
• Binomial Model 33%
• Option Pricing 33%
• Currency Options 33%
• Commodity Options 33%
• Arbitrage-free 33%
• Option Pricing Model 33%
• Price Approach 33%
• Interest Rate Options 33%
• Historical Survey 33%
• Traditional Methodologies 33%
• Storable 33%
• Option Model 33%

Economics, Econometrics and Finance

• Pricing 100%
• Arbitrage 50%
• Interest Rate Derivative 50%
• Currency Option 50%