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 …

[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 …

[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 …

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

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
LabuszewskiJohn W. Labuszewski is currently the Manager of Economic Research
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 …

[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 …

[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 …

[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 …

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 …