Modifying the Black-Scholes option pricing model for alternative underlying instruments
JF Meisner, JW Labuszewski - Financial Analysts Journal, 1984 - Taylor & Francis
The Black-Scholes option pricing model may se usea to evaluate options on various types of
underlying instruments, but significant modifications are necessary. In addition to financing …
underlying instruments, but significant modifications are necessary. In addition to financing …
[BOOK][B] The CME Group Risk Management Handbook: Products and Applications
JW Labuszewski, JE Nyhoff, PE Peterson - 2010 - books.google.com
… Founded in 1807, John Wiley & Sons is the oldest independent publishing company in the
United States. With offices in North America, Europe, Australia, and Asia, Wiley is globally …
United States. With offices in North America, Europe, Australia, and Asia, Wiley is globally …
[PDF][PDF] Understanding treasury futures
JW Labuszewski, M Kamradt… - CME Group: Chicago, IL …, 2013 - courses.edx.org
This product line has experienced tremendous success as the scale and global significance
of US Treasury investment has grown over the years. Today, these products are utilized on …
of US Treasury investment has grown over the years. Today, these products are utilized on …
Treasury bond futures delivery bias
JF Meisner, JW Labuszewski - The Journal of Futures Markets …, 1984 - search.proquest.com
T-bond futures listed on the Chicago Board of Trade permit the delivery of $100,000 face
value of any US Treasury bond with at least 15 years to matu
value of any US Treasury bond with at least 15 years to matu
Newspaper articles and their impact on commodity price formation case study: Copper
NE Frey, JW Labuszewski - The Journal of Futures Markets …, 1981 - search.proquest.com
… Labuszewski … John W. Labuszewski is currently the Manager of Economic Research
for the MidAmerica Commodity Exchange, having recently left a position of Staff Economist …
for the MidAmerica Commodity Exchange, having recently left a position of Staff Economist …
[PDF][PDF] Understanding eurodollar futures
JW Labuszewski, M Kamradt, D Gibbs - Futures, 2013 - academia.edu
CME Eurodollar futures have achieved remarkable success since their debut in December
1981. Much of this growth may directly be attributed to the fact that Eurodollar futures …
1981. Much of this growth may directly be attributed to the fact that Eurodollar futures …
[PDF][PDF] Derivatives Market Landscape
L Aldinger, JW Labuszewski - CME Group, 2013 - cmegroup.com
BIS’s November 2013 release, covering data through June 2013, suggests that the overall
size of the derivatives industry, including OTC and exchange traded products, had increased …
size of the derivatives industry, including OTC and exchange traded products, had increased …
[PDF][PDF] Managing currency risks with options
JW Labuszewski - CME Group, 2010 - montana.edu
CME Group’s Exchanges have offered options exercisable for currency futures dating back
to 1982. Like the Exchange’s family of currency futures products, these options may be used …
to 1982. Like the Exchange’s family of currency futures products, these options may be used …
[PDF][PDF] Understanding CME Agency Note Futures
JW Labuszewski, CM Exchange, V Doshi - Citeseer
This brochure has been prepared for general information purposes only and should not be
construed as investment advice from the Chicago Mercantile Exchange, ABN AMRO …
construed as investment advice from the Chicago Mercantile Exchange, ABN AMRO …
Currency Derivative Markets Landscape
JW Labuszewski - The Journal of Trading, 2006 - pm-research.com
Currencies are exchanged in many different formats and through many different venues.
Today's market landscape features active FX trading in the form of spot, forward, swap, futures …
Today's market landscape features active FX trading in the form of spot, forward, swap, futures …