First Page | Document Content | |
---|---|---|
Date: 2007-03-27 13:47:17Mathematical finance Options Econometrics Financial markets Cointegration Time series analysis Futures contract Mean reversion Derivative Spread option Calendar spread OrnsteinUhlenbeck process | Microsoft Word - SpreadOption-conference1-tk.docAdd to Reading ListSource URL: www.bbk.ac.ukDownload Document from Source WebsiteFile Size: 429,30 KBShare Document on Facebook |