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Derivatives committee report - four queries
(2009-12-12)
The paper concludes that launch delay to insure that appropriate regulatory and institutional measures are in place are well worth the extra time. The haste may result into a major scandal that may undermine both the ...
Pricing option on commodity futures under string shock
(Indian Institute of Management Ahmedabad, 2017-07-26)
Forward curve movements, particularly of industrial and energy commodities, suggests that futures price do not move in tandem with the spot price, and not all futures contracts move in the same direction. We incorporate ...