New Britain, Conn., Working on $58M Pension Bond Swaption
- PCS catastrophe options. // Business Insurance;01/26/98, Vol. 32 Issue 4, p23
Presents statistical information on PCS catastrophe options as of January 23, 1998.
- The price risk of options positions: Measurement and capital requirements. Estrella, Arturo; Hendricks, Darryll; al, et // Quarterly Review (01476580);Summer/Fall94, Vol. 19 Issue 2, p27
Evaluates supervisory approaches to the measurement and capital treatment of the price risk of options positions. Unique risks of options; Considerations in setting supervisory capital requirements; Quantitative analysis of price risk rules.
- The volatility effect of option listing: Some Canadian evidence. Elfakhani, Said; Chaudhury, Mohammed // Quarterly Review of Economics & Finance;Spring95, Vol. 35 Issue 1, p97
Examines the effect of the Canadian options listings on the volatility of the underlying stocks. First ever option listing's variance change and beta change; Stability of volatility's variance effect and beta effect; Volatility effect of put listing; Risk-reducing effect on underlying stocks of...
- Capture The Flow: The three-way battle for survival in the options world. Colarusso, Dan // Investment Dealers' Digest;6/25/2001, Vol. 67 Issue 25, pN.PAG
Discusses the problems facing the U.S. options business as of June 2001. Economic realities facing the business; Conflicts in the interest of the three major parties involved in listed options; Need for balance between the wants and needs of floor firms and brokerages.
- PCS catastrophe options. // Business Insurance;8/19/96, Vol. 30 Issue 34, p39
Presents the PCS catastrophe options in the United States as of August 16, 1996.
- Boston Tries to Box Out the CBOE. Bresiger, Gregory // Traders Magazine;Sep2003, Vol. 16 Issue 216, p17
Reports on expectations that the Boston Options Exchange will begin operations by the end of 2003. Full electronic capabilities of the exchange; Absence of specialists; Fully transparent book.
- PCS catastrophe options. // Business Insurance;06/22/98, Vol. 32 Issue 25, p35
Presents statistical information on the performance of PCS catastrophe options for June through September, 1998.
- Understanding option values. Shay, Rodger // America's Community Banker;Jul96, Vol. 5 Issue 7, p38
Focuses on the value of options for financial institutions. Expiration of options; Calculation of option value using the Bloomberg machine; Requirements for calculating option values; Three key variables in calculating options; Cautioning institutions about selling too many of the same option.
- Puts and calls put investors in hedging, speculative positions. Uhlemeyer, Bill // Business Press;07/18/97, Vol. 10 Issue 12, p30
Presents information on how investors use put and call options. Explanation of put and call options; Indepth look into the use of options; Examples of how investors use options.