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You searched for subject:(Financial futures). Showing records 1 – 30 of 61 total matches.

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University of Technology, Sydney

1. Du, Ke. Commodity derivative pricing under the benchmark approach.

Degree: 2013, University of Technology, Sydney

 This thesis models commodity prices and derivatives, written on commodity prices, under the benchmark approach. Under this approach, the commodity prices are modeled under the… (more)

Subjects/Keywords: Commodity market.; Futures prices.; Financial risk management.

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APA (6th Edition):

Du, K. (2013). Commodity derivative pricing under the benchmark approach. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/23488

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Du, Ke. “Commodity derivative pricing under the benchmark approach.” 2013. Thesis, University of Technology, Sydney. Accessed November 17, 2019. http://hdl.handle.net/10453/23488.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Du, Ke. “Commodity derivative pricing under the benchmark approach.” 2013. Web. 17 Nov 2019.

Vancouver:

Du K. Commodity derivative pricing under the benchmark approach. [Internet] [Thesis]. University of Technology, Sydney; 2013. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/10453/23488.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Du K. Commodity derivative pricing under the benchmark approach. [Thesis]. University of Technology, Sydney; 2013. Available from: http://hdl.handle.net/10453/23488

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

2. Čech, Pavel. Zajištění úrokového rizika podniku s využitím finančních derivátů .

Degree: 2012, Brno University of Technology

 Tématem diplomové práce je využití finančních derivátů v podnikové praxi. Práce je zaměřena na zajištění úrokového rizika podniku. První část zahrnuje dělení a charakteristiku finančních… (more)

Subjects/Keywords: Finanční deriváty; hedging; forward; futures; swap; opce; Financial derivaties; hedging; forward; futures; swap; option

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APA (6th Edition):

Čech, P. (2012). Zajištění úrokového rizika podniku s využitím finančních derivátů . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/4196

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Čech, Pavel. “Zajištění úrokového rizika podniku s využitím finančních derivátů .” 2012. Thesis, Brno University of Technology. Accessed November 17, 2019. http://hdl.handle.net/11012/4196.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Čech, Pavel. “Zajištění úrokového rizika podniku s využitím finančních derivátů .” 2012. Web. 17 Nov 2019.

Vancouver:

Čech P. Zajištění úrokového rizika podniku s využitím finančních derivátů . [Internet] [Thesis]. Brno University of Technology; 2012. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/11012/4196.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Čech P. Zajištění úrokového rizika podniku s využitím finančních derivátů . [Thesis]. Brno University of Technology; 2012. Available from: http://hdl.handle.net/11012/4196

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

3. Hofmanová, Aneta. Zajištění úrokového rizika prostřednictvím finančních derivátů.

Degree: 2016, Brno University of Technology

 Bakalářská práce se zabývá možnostmi zajištění úrokového rizika prostřednictvím finančních derivátů. Teoretická část charakterizuje finanční deriváty, jejich členění a popis jednotlivých druhů derivátů. V analytické… (more)

Subjects/Keywords: Finanční deriváty; zajištění; futures; forward; swap; opce; Financial derivatives; hedging; futures; forward; swap; option

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APA (6th Edition):

Hofmanová, A. (2016). Zajištění úrokového rizika prostřednictvím finančních derivátů. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/60533

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hofmanová, Aneta. “Zajištění úrokového rizika prostřednictvím finančních derivátů. ” 2016. Thesis, Brno University of Technology. Accessed November 17, 2019. http://hdl.handle.net/11012/60533.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hofmanová, Aneta. “Zajištění úrokového rizika prostřednictvím finančních derivátů. ” 2016. Web. 17 Nov 2019.

Vancouver:

Hofmanová A. Zajištění úrokového rizika prostřednictvím finančních derivátů. [Internet] [Thesis]. Brno University of Technology; 2016. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/11012/60533.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hofmanová A. Zajištění úrokového rizika prostřednictvím finančních derivátů. [Thesis]. Brno University of Technology; 2016. Available from: http://hdl.handle.net/11012/60533

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Johannesburg

4. Ackroyd, Riana. Die regulering van termynkontrakte in Suid-Afrika.

Degree: 2012, University of Johannesburg

LL.M.

Die doel van hierdie verhandeling is om die reguleringsisteem in Suid-Afrika te beskryf soos wat dit betrekking het op termynkontrakte. Termynkontrakte vorm deel van… (more)

Subjects/Keywords: Futures - South Africa.; Futures market - South Africa; Financial futures - South Africa.; Insider trading in securities - South Africa.

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APA (6th Edition):

Ackroyd, R. (2012). Die regulering van termynkontrakte in Suid-Afrika. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/6796

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ackroyd, Riana. “Die regulering van termynkontrakte in Suid-Afrika.” 2012. Thesis, University of Johannesburg. Accessed November 17, 2019. http://hdl.handle.net/10210/6796.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ackroyd, Riana. “Die regulering van termynkontrakte in Suid-Afrika.” 2012. Web. 17 Nov 2019.

Vancouver:

Ackroyd R. Die regulering van termynkontrakte in Suid-Afrika. [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/10210/6796.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ackroyd R. Die regulering van termynkontrakte in Suid-Afrika. [Thesis]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/6796

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

5. Oberholtzer, Daniel Vincent. Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios.

Degree: MS, Agribusiness and Applied Economics, 2011, North Dakota State University

 Historic market volatility has made risk management decisions by firms in the agricultural supply chain more challenging. Market risk measurement methods, such as Value-at-Risk, were… (more)

Subjects/Keywords: Flour industry  – Risk management.; Financial risk management.; Portfolio management.; Investment analysis.; Financial futures.

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APA (6th Edition):

Oberholtzer, D. V. (2011). Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios. (Masters Thesis). North Dakota State University. Retrieved from http://hdl.handle.net/10365/29554

Chicago Manual of Style (16th Edition):

Oberholtzer, Daniel Vincent. “Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios.” 2011. Masters Thesis, North Dakota State University. Accessed November 17, 2019. http://hdl.handle.net/10365/29554.

MLA Handbook (7th Edition):

Oberholtzer, Daniel Vincent. “Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios.” 2011. Web. 17 Nov 2019.

Vancouver:

Oberholtzer DV. Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios. [Internet] [Masters thesis]. North Dakota State University; 2011. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/10365/29554.

Council of Science Editors:

Oberholtzer DV. Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios. [Masters Thesis]. North Dakota State University; 2011. Available from: http://hdl.handle.net/10365/29554


University of Canterbury

6. Perez Amaral, T. The Rise and Fall of S&P500 Variance Futures.

Degree: Department of Economics and Finance, 2011, University of Canterbury

 Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The volatility of an asset of composite index can be traded by using… (more)

Subjects/Keywords: risk management; financial derivatives; futures; options; swaps; 3-month variance futures; 12-month variance futures; risk exposure; volatility; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics

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APA (6th Edition):

Perez Amaral, T. (2011). The Rise and Fall of S&P500 Variance Futures. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/6486

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Perez Amaral, T. “The Rise and Fall of S&P500 Variance Futures.” 2011. Thesis, University of Canterbury. Accessed November 17, 2019. http://hdl.handle.net/10092/6486.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Perez Amaral, T. “The Rise and Fall of S&P500 Variance Futures.” 2011. Web. 17 Nov 2019.

Vancouver:

Perez Amaral T. The Rise and Fall of S&P500 Variance Futures. [Internet] [Thesis]. University of Canterbury; 2011. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/10092/6486.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Perez Amaral T. The Rise and Fall of S&P500 Variance Futures. [Thesis]. University of Canterbury; 2011. Available from: http://hdl.handle.net/10092/6486

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Florida International University

7. Aidov, Alexandre. Three Essays on Market Depth in Futures Markets.

Degree: PhD, Business Administration, 2013, Florida International University

  Liquidity is an important market characteristic for participants in every financial market. One of the three components of liquidity is market depth. Prior literature… (more)

Subjects/Keywords: Market Depth; Futures Markets; Microstructure; Finance and Financial Management

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APA (6th Edition):

Aidov, A. (2013). Three Essays on Market Depth in Futures Markets. (Doctoral Dissertation). Florida International University. Retrieved from http://digitalcommons.fiu.edu/etd/974 ; 10.25148/etd.FI13120410 ; FI13120410

Chicago Manual of Style (16th Edition):

Aidov, Alexandre. “Three Essays on Market Depth in Futures Markets.” 2013. Doctoral Dissertation, Florida International University. Accessed November 17, 2019. http://digitalcommons.fiu.edu/etd/974 ; 10.25148/etd.FI13120410 ; FI13120410.

MLA Handbook (7th Edition):

Aidov, Alexandre. “Three Essays on Market Depth in Futures Markets.” 2013. Web. 17 Nov 2019.

Vancouver:

Aidov A. Three Essays on Market Depth in Futures Markets. [Internet] [Doctoral dissertation]. Florida International University; 2013. [cited 2019 Nov 17]. Available from: http://digitalcommons.fiu.edu/etd/974 ; 10.25148/etd.FI13120410 ; FI13120410.

Council of Science Editors:

Aidov A. Three Essays on Market Depth in Futures Markets. [Doctoral Dissertation]. Florida International University; 2013. Available from: http://digitalcommons.fiu.edu/etd/974 ; 10.25148/etd.FI13120410 ; FI13120410

8. Schöffel, Martin Heinrich. Foreign exchange speculation with FX futures due to changes in key interest rates after the financial crisis of 2007/2008.

Degree: 2014, RCAAP

JEL classification codes Financial Crises G01; Other Economic Systems: Public Economics; Financial Economics P43

The purpose of this Master Project is to determine if speculators… (more)

Subjects/Keywords: Foreign exchange; Futures; Key interest rates; Financial crisis

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APA (6th Edition):

Schöffel, M. H. (2014). Foreign exchange speculation with FX futures due to changes in key interest rates after the financial crisis of 2007/2008. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/10298

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Schöffel, Martin Heinrich. “Foreign exchange speculation with FX futures due to changes in key interest rates after the financial crisis of 2007/2008.” 2014. Thesis, RCAAP. Accessed November 17, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/10298.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Schöffel, Martin Heinrich. “Foreign exchange speculation with FX futures due to changes in key interest rates after the financial crisis of 2007/2008.” 2014. Web. 17 Nov 2019.

Vancouver:

Schöffel MH. Foreign exchange speculation with FX futures due to changes in key interest rates after the financial crisis of 2007/2008. [Internet] [Thesis]. RCAAP; 2014. [cited 2019 Nov 17]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/10298.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Schöffel MH. Foreign exchange speculation with FX futures due to changes in key interest rates after the financial crisis of 2007/2008. [Thesis]. RCAAP; 2014. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/10298

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Arizona

9. Lin, James Wu-Hsiung. Efficiency of the T-bill futures market.

Degree: 1987, University of Arizona

 Part I of this dissertation examines the effect of financing costs on the efficiency of the T-bill futures market. The cost-of-carry model is used and… (more)

Subjects/Keywords: Treasury bills.; Financial futures.

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APA (6th Edition):

Lin, J. W. (1987). Efficiency of the T-bill futures market. (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/184269

Chicago Manual of Style (16th Edition):

Lin, James Wu-Hsiung. “Efficiency of the T-bill futures market. ” 1987. Doctoral Dissertation, University of Arizona. Accessed November 17, 2019. http://hdl.handle.net/10150/184269.

MLA Handbook (7th Edition):

Lin, James Wu-Hsiung. “Efficiency of the T-bill futures market. ” 1987. Web. 17 Nov 2019.

Vancouver:

Lin JW. Efficiency of the T-bill futures market. [Internet] [Doctoral dissertation]. University of Arizona; 1987. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/10150/184269.

Council of Science Editors:

Lin JW. Efficiency of the T-bill futures market. [Doctoral Dissertation]. University of Arizona; 1987. Available from: http://hdl.handle.net/10150/184269


Brno University of Technology

10. Dalekorejová, Petra. Finanční deriváty v praxi .

Degree: 2015, Brno University of Technology

 Předmětem diplomové práce „Finanční deriváty v praxi“ je analýza jednotlivých druhů finančních derivátů. První část se věnuje obecné charakteristice derivátů. Prostřední část se věnuje popisu… (more)

Subjects/Keywords: finanční deriváty; futures; forward; swap; opce; úrokové riziko; měnové riziko; financial derivatives; futures; forward; swap; option; interest rate risk; currency risk

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APA (6th Edition):

Dalekorejová, P. (2015). Finanční deriváty v praxi . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/36732

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dalekorejová, Petra. “Finanční deriváty v praxi .” 2015. Thesis, Brno University of Technology. Accessed November 17, 2019. http://hdl.handle.net/11012/36732.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dalekorejová, Petra. “Finanční deriváty v praxi .” 2015. Web. 17 Nov 2019.

Vancouver:

Dalekorejová P. Finanční deriváty v praxi . [Internet] [Thesis]. Brno University of Technology; 2015. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/11012/36732.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dalekorejová P. Finanční deriváty v praxi . [Thesis]. Brno University of Technology; 2015. Available from: http://hdl.handle.net/11012/36732

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Lindström, Tommy. Multivariate Hawkes Process Modeled News Flow: Forecasting Financial Markets.

Degree: Mathematics and Mathematical Statistics, 2018, Umeå University

Within the quantitative financial community there are a lot of different approaches in forming profitable trading strategies. This is frequently performed by analyzing historical… (more)

Subjects/Keywords: hawkes; hawkes process; finance; financial application; news flow; news; trading; futures; prediction; forecast; Mathematics; Matematik

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APA (6th Edition):

Lindström, T. (2018). Multivariate Hawkes Process Modeled News Flow: Forecasting Financial Markets. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-157671

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lindström, Tommy. “Multivariate Hawkes Process Modeled News Flow: Forecasting Financial Markets.” 2018. Thesis, Umeå University. Accessed November 17, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-157671.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lindström, Tommy. “Multivariate Hawkes Process Modeled News Flow: Forecasting Financial Markets.” 2018. Web. 17 Nov 2019.

Vancouver:

Lindström T. Multivariate Hawkes Process Modeled News Flow: Forecasting Financial Markets. [Internet] [Thesis]. Umeå University; 2018. [cited 2019 Nov 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-157671.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lindström T. Multivariate Hawkes Process Modeled News Flow: Forecasting Financial Markets. [Thesis]. Umeå University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-157671

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Alberta

12. Wang, Xupeng. Risk measure estimation in finance.

Degree: MS, Department of Mathematical and Statistical Sciences, 2010, University of Alberta

 In financial market, risk management is very critical to a company. However, some risks in the market ( market risk) can not be controlled or… (more)

Subjects/Keywords: Financial futures  – Risk management  – Mathematical models; Financial risk management  – Mathematical models; Finance  – Risk management  – Mathematical models

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APA (6th Edition):

Wang, X. (2010). Risk measure estimation in finance. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/vx021f855

Chicago Manual of Style (16th Edition):

Wang, Xupeng. “Risk measure estimation in finance.” 2010. Masters Thesis, University of Alberta. Accessed November 17, 2019. https://era.library.ualberta.ca/files/vx021f855.

MLA Handbook (7th Edition):

Wang, Xupeng. “Risk measure estimation in finance.” 2010. Web. 17 Nov 2019.

Vancouver:

Wang X. Risk measure estimation in finance. [Internet] [Masters thesis]. University of Alberta; 2010. [cited 2019 Nov 17]. Available from: https://era.library.ualberta.ca/files/vx021f855.

Council of Science Editors:

Wang X. Risk measure estimation in finance. [Masters Thesis]. University of Alberta; 2010. Available from: https://era.library.ualberta.ca/files/vx021f855

13. Varelas, Ana Filipa Afonso. A actual conjuntura económico-financeira e os mercados de futuros sobre o petróleo.

Degree: 2013, Repositório Científico do Instituto Politécnico de Lisboa

Mestrado em Contabilidade e Análise Financeira

No âmbito da conclusão do Mestrado em Contabilidade e Análise Financeira no Instituto Superior de Contabilidade e Administração de… (more)

Subjects/Keywords: Mercados de Derivados; Instrumentos Financeiros Derivados; Futuros; Crise Financeira; Derivatives Market; Derivatives Financial Instruments; Futures; Financial Crises

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APA (6th Edition):

Varelas, A. F. A. (2013). A actual conjuntura económico-financeira e os mercados de futuros sobre o petróleo. (Thesis). Repositório Científico do Instituto Politécnico de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/3899

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Varelas, Ana Filipa Afonso. “A actual conjuntura económico-financeira e os mercados de futuros sobre o petróleo.” 2013. Thesis, Repositório Científico do Instituto Politécnico de Lisboa. Accessed November 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/3899.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Varelas, Ana Filipa Afonso. “A actual conjuntura económico-financeira e os mercados de futuros sobre o petróleo.” 2013. Web. 17 Nov 2019.

Vancouver:

Varelas AFA. A actual conjuntura económico-financeira e os mercados de futuros sobre o petróleo. [Internet] [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2013. [cited 2019 Nov 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/3899.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Varelas AFA. A actual conjuntura económico-financeira e os mercados de futuros sobre o petróleo. [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/3899

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Silva, Telma da. Contratos de Futuros sobre Taxas de Juro.

Degree: 2012, Repositório Científico do Instituto Politécnico de Lisboa

Mestrado em Contabilidade Internacional

As alterações das condições económicas a nível mundial, provocadas por determinados acontecimentos importantes, geram aumentos na incerteza quanto ao desenvolvimento de… (more)

Subjects/Keywords: Contratos de futuros; taxas de juro; instrumentos financeiros; derivados; cobertura de risco; especulação; arbitragem; câmbios; futuros cambiais; Futures markets interest rate; financial instruments; derivates; hedging; speculation; arbitrage; currencies; currency futures

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APA (6th Edition):

Silva, T. d. (2012). Contratos de Futuros sobre Taxas de Juro. (Thesis). Repositório Científico do Instituto Politécnico de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/3922

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Silva, Telma da. “Contratos de Futuros sobre Taxas de Juro.” 2012. Thesis, Repositório Científico do Instituto Politécnico de Lisboa. Accessed November 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/3922.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Silva, Telma da. “Contratos de Futuros sobre Taxas de Juro.” 2012. Web. 17 Nov 2019.

Vancouver:

Silva Td. Contratos de Futuros sobre Taxas de Juro. [Internet] [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2012. [cited 2019 Nov 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/3922.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Silva Td. Contratos de Futuros sobre Taxas de Juro. [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/3922

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

15. Vlček, Martin. Spekulativní obchody podniku na trhu finančních derivátů .

Degree: 2008, Brno University of Technology

 Předmětem této bakalářské práce „Spekulativní obchody podniku na trhu finančních derivátů“ je analýza finančních derivátů. První část práce je teoretická a je věnována jednotlivým nástrojům,… (more)

Subjects/Keywords: Spekulace; hedging; finanční deriváty; futures; forward; Stockjobbing; hedging; financial derivates; futures; forward

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APA (6th Edition):

Vlček, M. (2008). Spekulativní obchody podniku na trhu finančních derivátů . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/13052

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vlček, Martin. “Spekulativní obchody podniku na trhu finančních derivátů .” 2008. Thesis, Brno University of Technology. Accessed November 17, 2019. http://hdl.handle.net/11012/13052.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vlček, Martin. “Spekulativní obchody podniku na trhu finančních derivátů .” 2008. Web. 17 Nov 2019.

Vancouver:

Vlček M. Spekulativní obchody podniku na trhu finančních derivátů . [Internet] [Thesis]. Brno University of Technology; 2008. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/11012/13052.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vlček M. Spekulativní obchody podniku na trhu finančních derivátů . [Thesis]. Brno University of Technology; 2008. Available from: http://hdl.handle.net/11012/13052

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

16. Kuruc, Oliver. Hedging měnového rizika .

Degree: 2013, Brno University of Technology

 Bakalářská práce „Hedging měnového rizika“ je v první části věnována teoretickým východiskům finančních derivátů. Na začátku jsou popsány a charakterizovány jednotlivé kategorie a druhy finančních… (more)

Subjects/Keywords: Finanční derivát; futures; forwardy; swapy; opce; OTC trhy; měnové riziko; zajištění.; Financial derivates; Futures; Forwards; Swaps; Options; OTC markets; currency risk; hedging.

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APA (6th Edition):

Kuruc, O. (2013). Hedging měnového rizika . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/27530

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kuruc, Oliver. “Hedging měnového rizika .” 2013. Thesis, Brno University of Technology. Accessed November 17, 2019. http://hdl.handle.net/11012/27530.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kuruc, Oliver. “Hedging měnového rizika .” 2013. Web. 17 Nov 2019.

Vancouver:

Kuruc O. Hedging měnového rizika . [Internet] [Thesis]. Brno University of Technology; 2013. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/11012/27530.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kuruc O. Hedging měnového rizika . [Thesis]. Brno University of Technology; 2013. Available from: http://hdl.handle.net/11012/27530

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of New South Wales

17. Richards, Kylie-Anne. Modelling the dynamics of the limit order book in financial markets.

Degree: Mathematics & Statistics, 2019, University of New South Wales

 This thesis develops models and methods for the statistical properties of the limit order book for financial markets, a complex dynamical system of orders and… (more)

Subjects/Keywords: Screening marks; Marked Hawkes point process; Score test statistic; High frequency financial data; Heavy tailed distributions; Futures; Limit order book

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APA (6th Edition):

Richards, K. (2019). Modelling the dynamics of the limit order book in financial markets. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/61579

Chicago Manual of Style (16th Edition):

Richards, Kylie-Anne. “Modelling the dynamics of the limit order book in financial markets.” 2019. Doctoral Dissertation, University of New South Wales. Accessed November 17, 2019. http://handle.unsw.edu.au/1959.4/61579.

MLA Handbook (7th Edition):

Richards, Kylie-Anne. “Modelling the dynamics of the limit order book in financial markets.” 2019. Web. 17 Nov 2019.

Vancouver:

Richards K. Modelling the dynamics of the limit order book in financial markets. [Internet] [Doctoral dissertation]. University of New South Wales; 2019. [cited 2019 Nov 17]. Available from: http://handle.unsw.edu.au/1959.4/61579.

Council of Science Editors:

Richards K. Modelling the dynamics of the limit order book in financial markets. [Doctoral Dissertation]. University of New South Wales; 2019. Available from: http://handle.unsw.edu.au/1959.4/61579


University of New Orleans

18. Adhikari, Ramesh. Two Essays in Finance: “Selection Biases and Long-run Abnormal Returns” And “The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios”.

Degree: PhD, Economics and Finance, 2015, University of New Orleans

  This dissertation consists of two essays. First essay investigates the implications of researcher data requirement on the risk-adjusted returns of firms. Using the monthly… (more)

Subjects/Keywords: Survival Bias; Non-Survival Bias; Data Selection Bias, Commodity Futures; Diversification; Spanning Tests; Finance and Financial Management

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APA (6th Edition):

Adhikari, R. (2015). Two Essays in Finance: “Selection Biases and Long-run Abnormal Returns” And “The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios”. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/2050

Chicago Manual of Style (16th Edition):

Adhikari, Ramesh. “Two Essays in Finance: “Selection Biases and Long-run Abnormal Returns” And “The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios”.” 2015. Doctoral Dissertation, University of New Orleans. Accessed November 17, 2019. https://scholarworks.uno.edu/td/2050.

MLA Handbook (7th Edition):

Adhikari, Ramesh. “Two Essays in Finance: “Selection Biases and Long-run Abnormal Returns” And “The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios”.” 2015. Web. 17 Nov 2019.

Vancouver:

Adhikari R. Two Essays in Finance: “Selection Biases and Long-run Abnormal Returns” And “The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios”. [Internet] [Doctoral dissertation]. University of New Orleans; 2015. [cited 2019 Nov 17]. Available from: https://scholarworks.uno.edu/td/2050.

Council of Science Editors:

Adhikari R. Two Essays in Finance: “Selection Biases and Long-run Abnormal Returns” And “The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios”. [Doctoral Dissertation]. University of New Orleans; 2015. Available from: https://scholarworks.uno.edu/td/2050

19. Gregory, Richard P. Volatility Risk Premiums in Futures Markets: Investment Prices and Commercial Bank Performance.

Degree: PhD, 1996, Old Dominion University

  This dissertation is an in depth study of the measurement of pricing biases in futures options, and whether this bias is due to volatility… (more)

Subjects/Keywords: Banking; Futures; Investment prices; Finance and Financial Management

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APA (6th Edition):

Gregory, R. P. (1996). Volatility Risk Premiums in Futures Markets: Investment Prices and Commercial Bank Performance. (Doctoral Dissertation). Old Dominion University. Retrieved from https://digitalcommons.odu.edu/businessadministration_etds/20

Chicago Manual of Style (16th Edition):

Gregory, Richard P. “Volatility Risk Premiums in Futures Markets: Investment Prices and Commercial Bank Performance.” 1996. Doctoral Dissertation, Old Dominion University. Accessed November 17, 2019. https://digitalcommons.odu.edu/businessadministration_etds/20.

MLA Handbook (7th Edition):

Gregory, Richard P. “Volatility Risk Premiums in Futures Markets: Investment Prices and Commercial Bank Performance.” 1996. Web. 17 Nov 2019.

Vancouver:

Gregory RP. Volatility Risk Premiums in Futures Markets: Investment Prices and Commercial Bank Performance. [Internet] [Doctoral dissertation]. Old Dominion University; 1996. [cited 2019 Nov 17]. Available from: https://digitalcommons.odu.edu/businessadministration_etds/20.

Council of Science Editors:

Gregory RP. Volatility Risk Premiums in Futures Markets: Investment Prices and Commercial Bank Performance. [Doctoral Dissertation]. Old Dominion University; 1996. Available from: https://digitalcommons.odu.edu/businessadministration_etds/20

20. Shen, Jun. Les législations concernant les marchés financiers en France et aux Etats-Unis - Approche comparée : The legislation concerning financial markets in France and in the United States - Comparative approach.

Degree: Docteur es, Droit des affaires, 2012, Université Jean Moulin – Lyon III

Les législations concernant les marchés financiers régissent non seulement les marchés, mais également les acteurs, les produits ainsi que les activités dans les marchés. En… (more)

Subjects/Keywords: Instruments financiers; Titres financiers; Contrats financiers; Émetteurs; Entreprise d’investissement; Agence de notation de crédit; Risque systémique; Règlement livraison; Conglomérats financiers; Surveillance macro-financière; Surveillance micro-financière; Financial instruments; Financial titles; Financial contracts; Securities; Futures; Swaps; Issuers; Investment companies; Broker-dealers; Credit rating agency; Systemic risk; Clearing and settlement; Close out netting; Hedge funds; Financial conglomerates; Macro-financial supervision; Micro-financial supervision

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APA (6th Edition):

Shen, J. (2012). Les législations concernant les marchés financiers en France et aux Etats-Unis - Approche comparée : The legislation concerning financial markets in France and in the United States - Comparative approach. (Doctoral Dissertation). Université Jean Moulin – Lyon III. Retrieved from http://www.theses.fr/2012LYO30010

Chicago Manual of Style (16th Edition):

Shen, Jun. “Les législations concernant les marchés financiers en France et aux Etats-Unis - Approche comparée : The legislation concerning financial markets in France and in the United States - Comparative approach.” 2012. Doctoral Dissertation, Université Jean Moulin – Lyon III. Accessed November 17, 2019. http://www.theses.fr/2012LYO30010.

MLA Handbook (7th Edition):

Shen, Jun. “Les législations concernant les marchés financiers en France et aux Etats-Unis - Approche comparée : The legislation concerning financial markets in France and in the United States - Comparative approach.” 2012. Web. 17 Nov 2019.

Vancouver:

Shen J. Les législations concernant les marchés financiers en France et aux Etats-Unis - Approche comparée : The legislation concerning financial markets in France and in the United States - Comparative approach. [Internet] [Doctoral dissertation]. Université Jean Moulin – Lyon III; 2012. [cited 2019 Nov 17]. Available from: http://www.theses.fr/2012LYO30010.

Council of Science Editors:

Shen J. Les législations concernant les marchés financiers en France et aux Etats-Unis - Approche comparée : The legislation concerning financial markets in France and in the United States - Comparative approach. [Doctoral Dissertation]. Université Jean Moulin – Lyon III; 2012. Available from: http://www.theses.fr/2012LYO30010


University of Canterbury

21. McAleer, M. Risk Management and Financial Derivatives: An Overview.

Degree: Department of Economics and Finance, 2012, University of Canterbury

 Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is the expansion of financial derivatives. The purpose… (more)

Subjects/Keywords: risk management; optimal portfolios; financial derivatives; financial econometrics; options; futures; volatility; spillovers; hedging; default; risk premia; complete markets; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics; Field of Research::14 - Economics::1403 - Econometrics

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APA (6th Edition):

McAleer, M. (2012). Risk Management and Financial Derivatives: An Overview. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/9806

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

McAleer, M. “Risk Management and Financial Derivatives: An Overview.” 2012. Thesis, University of Canterbury. Accessed November 17, 2019. http://hdl.handle.net/10092/9806.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

McAleer, M. “Risk Management and Financial Derivatives: An Overview.” 2012. Web. 17 Nov 2019.

Vancouver:

McAleer M. Risk Management and Financial Derivatives: An Overview. [Internet] [Thesis]. University of Canterbury; 2012. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/10092/9806.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

McAleer M. Risk Management and Financial Derivatives: An Overview. [Thesis]. University of Canterbury; 2012. Available from: http://hdl.handle.net/10092/9806

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Canterbury

22. Jakubowski, J. Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange.

Degree: Department of Economics and Finance, 2010, University of Canterbury

 This paper investigates to what extent underlying specific properties together with contract design determine level of trading activity on the Eurex derivative exchange. The study… (more)

Subjects/Keywords: single stock futures; futures market efficiency; listing selection; short sale; Field of Research::15 - Commerce, Management, Tourism and Services::1502 - Banking, Finance and Investment::150205 - Investment and Risk Management; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics

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APA (6th Edition):

Jakubowski, J. (2010). Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/4558

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jakubowski, J. “Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange.” 2010. Thesis, University of Canterbury. Accessed November 17, 2019. http://hdl.handle.net/10092/4558.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jakubowski, J. “Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange.” 2010. Web. 17 Nov 2019.

Vancouver:

Jakubowski J. Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange. [Internet] [Thesis]. University of Canterbury; 2010. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/10092/4558.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jakubowski J. Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange. [Thesis]. University of Canterbury; 2010. Available from: http://hdl.handle.net/10092/4558

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Souza, Waldemar Antonio da Rocha de. Gestão estratégica da produção de soja em Mato Grosso com o uso dos mercados futuros e de opções.

Degree: PhD, Economia Aplicada, 2010, University of São Paulo

O objetivo desta tese foi avaliar algumas abordagens para utilizar os mercados futuros e de opções no Brasil e no exterior como ferramentas para gestão… (more)

Subjects/Keywords: Administração estratégica; Bolsa de Mercadorias; Commodities Exchange; Financial options; Futures market; Hedging (finanças); Hedging (finance); Mercado futuro; Opções financeiras; Preço; Price; Soja - Produção.; Soybean - Production.; Strategic management

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APA (6th Edition):

Souza, W. A. d. R. d. (2010). Gestão estratégica da produção de soja em Mato Grosso com o uso dos mercados futuros e de opções. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/11/11132/tde-14122010-081715/ ;

Chicago Manual of Style (16th Edition):

Souza, Waldemar Antonio da Rocha de. “Gestão estratégica da produção de soja em Mato Grosso com o uso dos mercados futuros e de opções.” 2010. Doctoral Dissertation, University of São Paulo. Accessed November 17, 2019. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-14122010-081715/ ;.

MLA Handbook (7th Edition):

Souza, Waldemar Antonio da Rocha de. “Gestão estratégica da produção de soja em Mato Grosso com o uso dos mercados futuros e de opções.” 2010. Web. 17 Nov 2019.

Vancouver:

Souza WAdRd. Gestão estratégica da produção de soja em Mato Grosso com o uso dos mercados futuros e de opções. [Internet] [Doctoral dissertation]. University of São Paulo; 2010. [cited 2019 Nov 17]. Available from: http://www.teses.usp.br/teses/disponiveis/11/11132/tde-14122010-081715/ ;.

Council of Science Editors:

Souza WAdRd. Gestão estratégica da produção de soja em Mato Grosso com o uso dos mercados futuros e de opções. [Doctoral Dissertation]. University of São Paulo; 2010. Available from: http://www.teses.usp.br/teses/disponiveis/11/11132/tde-14122010-081715/ ;


University of Hong Kong

24. Siu, Kin-bong, Bonny. Expected shortfall and value-at-risk under a model with market risk and credit risk.

Degree: M. Phil., 2006, University of Hong Kong

published_or_final_version

abstract

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Yang, H.

Subjects/Keywords: Risk management - Mathematical models.; Financial futures - Mathematical models.; Markov processes.

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APA (6th Edition):

Siu, Kin-bong, B. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Masters Thesis). University of Hong Kong. Retrieved from Siu, K. B. [蕭健邦]. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3772747 ; http://dx.doi.org/10.5353/th_b3772747 ; http://hdl.handle.net/10722/52753

Chicago Manual of Style (16th Edition):

Siu, Kin-bong, Bonny. “Expected shortfall and value-at-risk under a model with market risk and credit risk.” 2006. Masters Thesis, University of Hong Kong. Accessed November 17, 2019. Siu, K. B. [蕭健邦]. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3772747 ; http://dx.doi.org/10.5353/th_b3772747 ; http://hdl.handle.net/10722/52753.

MLA Handbook (7th Edition):

Siu, Kin-bong, Bonny. “Expected shortfall and value-at-risk under a model with market risk and credit risk.” 2006. Web. 17 Nov 2019.

Vancouver:

Siu, Kin-bong B. Expected shortfall and value-at-risk under a model with market risk and credit risk. [Internet] [Masters thesis]. University of Hong Kong; 2006. [cited 2019 Nov 17]. Available from: Siu, K. B. [蕭健邦]. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3772747 ; http://dx.doi.org/10.5353/th_b3772747 ; http://hdl.handle.net/10722/52753.

Council of Science Editors:

Siu, Kin-bong B. Expected shortfall and value-at-risk under a model with market risk and credit risk. [Masters Thesis]. University of Hong Kong; 2006. Available from: Siu, K. B. [蕭健邦]. (2006). Expected shortfall and value-at-risk under a model with market risk and credit risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3772747 ; http://dx.doi.org/10.5353/th_b3772747 ; http://hdl.handle.net/10722/52753

25. Lemos, Filipe Miguel Ganchinho. Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade.

Degree: 2015, Repositório Científico do Instituto Politécnico de Lisboa

Mestrado em Contabilidade e Análise Financeira

Nos últimos tempos tem-se observado oscilações na organização dos mercados financeiros, com mais enfâse nos mercados de derivados muito… (more)

Subjects/Keywords: Petróleo; Contratos futuros; Mercadorias; Derivados; Instrumentos financeiros; Volatilidade; Assimetria; Efeito alavanca; Modelos ARCH e GARCH; Oil; Futures contracts; Commodities; Derivatives; Financial instruments; Volatility; Asymmetry; Leverage effect; ARCH and GARCH models

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APA (6th Edition):

Lemos, F. M. G. (2015). Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade. (Thesis). Repositório Científico do Instituto Politécnico de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6563

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lemos, Filipe Miguel Ganchinho. “Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade.” 2015. Thesis, Repositório Científico do Instituto Politécnico de Lisboa. Accessed November 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6563.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lemos, Filipe Miguel Ganchinho. “Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade.” 2015. Web. 17 Nov 2019.

Vancouver:

Lemos FMG. Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade. [Internet] [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2015. [cited 2019 Nov 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6563.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lemos FMG. Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade. [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6563

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

26. Ruff, Craig Knox. A theoretical and empirical analysis of the usage levels of futures contracts.

Degree: PhD, Finance, Insurance, and Business Law, 1987, Virginia Tech

Subjects/Keywords: LD5655.V856 1987.R833; Hedging (Finance); Financial futures; Commodity exchanges

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APA (6th Edition):

Ruff, C. K. (1987). A theoretical and empirical analysis of the usage levels of futures contracts. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/49883

Chicago Manual of Style (16th Edition):

Ruff, Craig Knox. “A theoretical and empirical analysis of the usage levels of futures contracts.” 1987. Doctoral Dissertation, Virginia Tech. Accessed November 17, 2019. http://hdl.handle.net/10919/49883.

MLA Handbook (7th Edition):

Ruff, Craig Knox. “A theoretical and empirical analysis of the usage levels of futures contracts.” 1987. Web. 17 Nov 2019.

Vancouver:

Ruff CK. A theoretical and empirical analysis of the usage levels of futures contracts. [Internet] [Doctoral dissertation]. Virginia Tech; 1987. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/10919/49883.

Council of Science Editors:

Ruff CK. A theoretical and empirical analysis of the usage levels of futures contracts. [Doctoral Dissertation]. Virginia Tech; 1987. Available from: http://hdl.handle.net/10919/49883


Florida Atlantic University

27. Sagul, Ryan. Entropic Considerations of Efficiency in the West Texas Intermediate Crude Oil Futures Market.

Degree: MS, 2016, Florida Atlantic University

Summary: For the last fifty years, the efficient market hypothesis has been the central pillar of economic thought and touted by all, despite Sanford Grossman’… (more)

Subjects/Keywords: Capital market  – Psychological aspects; Energy industries  – Risk management; Financial risk management  – Mathematical models; Futures; Investment analysis; Petroleum industry and trade  – Economic aspects; Stocks  – Mathematical models

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APA (6th Edition):

Sagul, R. (2016). Entropic Considerations of Efficiency in the West Texas Intermediate Crude Oil Futures Market. (Masters Thesis). Florida Atlantic University. Retrieved from http://purl.flvc.org/fau/fd/FA00004730 ; (URL) http://purl.flvc.org/fau/fd/FA00004730

Chicago Manual of Style (16th Edition):

Sagul, Ryan. “Entropic Considerations of Efficiency in the West Texas Intermediate Crude Oil Futures Market.” 2016. Masters Thesis, Florida Atlantic University. Accessed November 17, 2019. http://purl.flvc.org/fau/fd/FA00004730 ; (URL) http://purl.flvc.org/fau/fd/FA00004730.

MLA Handbook (7th Edition):

Sagul, Ryan. “Entropic Considerations of Efficiency in the West Texas Intermediate Crude Oil Futures Market.” 2016. Web. 17 Nov 2019.

Vancouver:

Sagul R. Entropic Considerations of Efficiency in the West Texas Intermediate Crude Oil Futures Market. [Internet] [Masters thesis]. Florida Atlantic University; 2016. [cited 2019 Nov 17]. Available from: http://purl.flvc.org/fau/fd/FA00004730 ; (URL) http://purl.flvc.org/fau/fd/FA00004730.

Council of Science Editors:

Sagul R. Entropic Considerations of Efficiency in the West Texas Intermediate Crude Oil Futures Market. [Masters Thesis]. Florida Atlantic University; 2016. Available from: http://purl.flvc.org/fau/fd/FA00004730 ; (URL) http://purl.flvc.org/fau/fd/FA00004730


University of Sydney

28. Cummings, James Richard. Three essays on price formation and liquidity in financial futures markets .

Degree: 2008, University of Sydney

 This dissertation presents the results of three empirical studies on price formation and liquidity in financial futures markets. The research entails three related areas: the… (more)

Subjects/Keywords: Financial futures; Arbitrage; Market efficiency; Block trades; Limit order book

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cummings, J. R. (2008). Three essays on price formation and liquidity in financial futures markets . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/5296

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cummings, James Richard. “Three essays on price formation and liquidity in financial futures markets .” 2008. Thesis, University of Sydney. Accessed November 17, 2019. http://hdl.handle.net/2123/5296.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cummings, James Richard. “Three essays on price formation and liquidity in financial futures markets .” 2008. Web. 17 Nov 2019.

Vancouver:

Cummings JR. Three essays on price formation and liquidity in financial futures markets . [Internet] [Thesis]. University of Sydney; 2008. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/2123/5296.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cummings JR. Three essays on price formation and liquidity in financial futures markets . [Thesis]. University of Sydney; 2008. Available from: http://hdl.handle.net/2123/5296

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Australian National University

29. Weisser, Mendel. The London Wool Terminal Market .

Degree: 1963, Australian National University

 The present study offers an historical outline of the antecedents, establishment and growth of the London Wool Terminal Market. It also examines the problem whether… (more)

Subjects/Keywords: wool market; London Wool Terminal; economics; futures; hedgers; financial trading

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Weisser, M. (1963). The London Wool Terminal Market . (Thesis). Australian National University. Retrieved from http://hdl.handle.net/1885/15613

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Weisser, Mendel. “The London Wool Terminal Market .” 1963. Thesis, Australian National University. Accessed November 17, 2019. http://hdl.handle.net/1885/15613.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Weisser, Mendel. “The London Wool Terminal Market .” 1963. Web. 17 Nov 2019.

Vancouver:

Weisser M. The London Wool Terminal Market . [Internet] [Thesis]. Australian National University; 1963. [cited 2019 Nov 17]. Available from: http://hdl.handle.net/1885/15613.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Weisser M. The London Wool Terminal Market . [Thesis]. Australian National University; 1963. Available from: http://hdl.handle.net/1885/15613

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Edith Cowan University

30. Chau, Irene. An empirical comparison using both the term structure of interest rates and alternative models in pricing options on 90-day BAB futures.

Degree: 1999, Edith Cowan University

 The use of the term structure of interest rates to price options is relatively new in the literature. It describes the relationship between interest rates… (more)

Subjects/Keywords: Interest rates; Mathematical models; Options; Finance; Mathematical models; Financial futures; Mathematical models.; Finance and Financial Management

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chau, I. (1999). An empirical comparison using both the term structure of interest rates and alternative models in pricing options on 90-day BAB futures. (Thesis). Edith Cowan University. Retrieved from http://ro.ecu.edu.au/theses/1207

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chau, Irene. “An empirical comparison using both the term structure of interest rates and alternative models in pricing options on 90-day BAB futures.” 1999. Thesis, Edith Cowan University. Accessed November 17, 2019. http://ro.ecu.edu.au/theses/1207.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chau, Irene. “An empirical comparison using both the term structure of interest rates and alternative models in pricing options on 90-day BAB futures.” 1999. Web. 17 Nov 2019.

Vancouver:

Chau I. An empirical comparison using both the term structure of interest rates and alternative models in pricing options on 90-day BAB futures. [Internet] [Thesis]. Edith Cowan University; 1999. [cited 2019 Nov 17]. Available from: http://ro.ecu.edu.au/theses/1207.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chau I. An empirical comparison using both the term structure of interest rates and alternative models in pricing options on 90-day BAB futures. [Thesis]. Edith Cowan University; 1999. Available from: http://ro.ecu.edu.au/theses/1207

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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