Publication date
November 2022
DOIAbstract
A commodity futures swaption (CFSn) is a linear portfolio of options on FCCF. Hence it suffices to consider one option on an FCCF.https://finpricing.com/lib/EqCallable.htm
A commodity futures swaption (CFSn) is a linear portfolio of options on FCCF. Hence it suffices to consider one option on an FCCF.https://finpricing.com/lib/EqCallable.htm
This paper examines the portfolio diversification effect of commodity futures on financial market pr...
This paper provides the first public analysis of a cross-section of physical commodity swap markets ...
CME is the largest and most diverse financial exchange in the world for trading futures and options ...
A commodity futures (contract) swap (CFS) is a linear portfolio of forward contracts on commodity fu...
A model is presented for pricing European/Bermudan type callable capped floating rate note (FRN) swa...
A Cross-currency basis swap, which is also called FX basis swap, is a contract between two parties t...
The U.S. Commodity Futures Trading Commission (CFTC) intensively regulates commodity futures, option...
Commodity options are the right to buy or sell a specified quantity of a commodity, or commodity fu...
A constant maturity swap (CMS) is an interest rate swap where floating rate equals the swap rate for...
A CMS cliquet option has two legs: One leg of this deal is based on (regular) floating rates. The ot...
A zero-coupon swaption is an option on a zero coupon swap in which no coupon is paid before the swap...
A model for valuing a European-style commodity option and a futures option is discussed with a view ...
The Commodity Futures Modernization Act of 2000 (CFMA) enacted the most sweeping amendments to deriv...
The European credit default swap option (CDSO) valuation model is employed to price an option that g...
This thesis consists of three essays on commodity and foreign exchange derivatives. Chapter 2 propos...
This paper examines the portfolio diversification effect of commodity futures on financial market pr...
This paper provides the first public analysis of a cross-section of physical commodity swap markets ...
CME is the largest and most diverse financial exchange in the world for trading futures and options ...
A commodity futures (contract) swap (CFS) is a linear portfolio of forward contracts on commodity fu...
A model is presented for pricing European/Bermudan type callable capped floating rate note (FRN) swa...
A Cross-currency basis swap, which is also called FX basis swap, is a contract between two parties t...
The U.S. Commodity Futures Trading Commission (CFTC) intensively regulates commodity futures, option...
Commodity options are the right to buy or sell a specified quantity of a commodity, or commodity fu...
A constant maturity swap (CMS) is an interest rate swap where floating rate equals the swap rate for...
A CMS cliquet option has two legs: One leg of this deal is based on (regular) floating rates. The ot...
A zero-coupon swaption is an option on a zero coupon swap in which no coupon is paid before the swap...
A model for valuing a European-style commodity option and a futures option is discussed with a view ...
The Commodity Futures Modernization Act of 2000 (CFMA) enacted the most sweeping amendments to deriv...
The European credit default swap option (CDSO) valuation model is employed to price an option that g...
This thesis consists of three essays on commodity and foreign exchange derivatives. Chapter 2 propos...
This paper examines the portfolio diversification effect of commodity futures on financial market pr...
This paper provides the first public analysis of a cross-section of physical commodity swap markets ...
CME is the largest and most diverse financial exchange in the world for trading futures and options ...
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