Now showing items 11-12 of 12
A stochastic dynamic programming approach for pricing options on stock-index futures
The aim of this thesis is to price options on equity index futures with an application to standard options on S&P 500 futures traded on the Chicago Mercantile Exchange. Our methodology is based on stochastic dynamic ...
Accountants' ethical sensitivity
O'Fallon and Butterfield (2005) in a review of the business ethics literature concluded that "ethical awareness" also called ethical sensitivity has received the least attention of the four steps in Rest's (1986) ethical ...