Nontradable Market Index and Its Derivatives

The S&P 500 Index is a leading indicator of U.S. equities and is meant to reflect the risk and return on the U.S. stock market. Many derivatives based on the S&P 500 are available to investors. The S&P 500 Futures of the Chicago Mercantile Exchange and the S&P 500 Index Options of th...

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Bibliographic Details
Main Author: Xu, Peng
Other Authors: Gourieroux, Christian
Language:en_ca
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/1807/17487