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The Danger of Blind Trust in Futures Option Pricing Models

I generally find my fellow financial economists to be well balanced, quantitatively skilled, and pleasant academic people.  We don’t have too many academic prima donnas as in literature and the arts… the so called “letters.”  But there is often times …

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Are The Futures Option Markets Efficient?

Students of my trading options on futures course are frequently questioning whether or not the markets are efficient.  These discussions between students often can get heated.   What my students really want to know is whether or not they can beat …

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