Options

• Exchanges

Derivatives of increasing importance to ASX

The Australian Stock Exchange (ASX) has seen a 5% drop in net profit for the year to June 30, but revenues from derivatives trading, clearing and settlement rose 15% to $32.5 million, with 46,226 options contracts traded – 20% higher than the 38,519…

• 31 Aug 2001

• Infrastructure

Bachelier’s ‘Theory of speculation’

100 years of risk management

• 01 Jan 2000

• Infrastructure

Pricing liquidity into derivatives

Volatility

• 01 Dec 1999

• Infrastructure

Uncertain volatility

Market risk

• 01 Sep 1999

• Infrastructure

Regimes of volatility

Options markets

• 01 Apr 1999