Title The pricing of SPI futures options with daily marking-to-market / Garry Tuite

Published [Clayton, Vic.] : Dept. of Accounting and Finance, 1991

Copies

Location	Call no.	Vol.	Availability
ADPML SPLGA	657 Mon/Dpm	no.4/91	LIB USE ONLY

Description 19 pages ; 30 cm Series Discussion paper / Monash University, Department of Accounting and Finance ; 4/91 Discussion paper (Monash University. Department of Accounting and Finance) ; 91/4 Bibliography Bibliography: pages 18-19 Subject Margins (Futures trading) -- Australia -- Mathematical models. Author Monash University. Department of Accounting and Finance ISBN 0646086626 (not printed on item)

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