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Bridge over ocean
1 June 1992 Research Foundation

A New Method for Valuing Treasury Bond Futures Options

  1. Ehud I. Ronn
  2. Robert R. Bliss

This monograph melds an old idea (buy or sell decisions are based on whether expected value is greater than, less than, or equal to current price) and a new analytical method

A New Method for Valuing Treasury Bond Futures Options View the full book (PDF)

This monograph melds an old idea (buy or sell decisions are based on whether expected value is greater than, less than, or equal to current price) and a new analytical method (an arbitrage-based model in which the value of every financial asset depends upon some other underlying asset).