官方服务：
资源简介：
Spot and futures prices
现货价格（spot price）与期货价格（futures price）
应用场景：
创建时间：
2023-01-14
相关数据集
AI1Index Option Contracts
These .csv files provide the list of contracts extracted from Bloomberg for the following futures indices:AIH8, AIM8, AIU8, AIZ8, AIH9, AIM9, AIU9. Which are futures indices on the FTSE/JSE Top 40 Ind
DataCite Commons2021-02-05 更新280
Estimating State Price Densities Implied by American Options
We propose a new method to estimate state price densities implicit in American-style options. The method involves estimating the parameters of a Gauss-Hermite series expansion and solving a sequence o
DataCite Commons2026-05-21 更新90
Data for: Empirical forward price distribution from Bitcoin option prices
Data from Deribit exchange snapped at 5-minutes intervals from 9 to 18 dec 2018. Format is json. Contains option and futures data. USD Libor data is included but not used in the report.
Mendeley Data50
On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches
We investigate a structural model of market and firm-level dynamics in order to jointly price long-dated S&P 500 options and tranche spreads on the five-year CDX index. We demonstrate the importance o
NBER2010-02-01 更新130
Valuation of credit contingent interest rate swap with credit rating migration
In this paper, a flexible pricing model for Credit Contingent Interest Rate Swap (CCIRS) with credit rating migration is proposed, which is sensitive to stochastic interest rates and counterparty defa
NIAID Data Ecosystem50
