A Put Option Inequality for Measuring Market Pessimism

Links

The Federal Reserve

The Federal Reserve of Cleveland has a web site in which options on federal funds futures are used to predict Fed Fund rates.

Financial Mathematics at Johns Hopkins

The Financial Mathematics Department is part of the the Department of Applied Mathematics and Statistcs in the Whiting School of Engineering.

Chicago Board Options Exchange (CBOE)

The CBOE maintians an extensive site that includes information on various forms of options such as Equity Options, Index Options, Credit Options and much more.

The Options Industry Council

The Options Industry Council offers a wide range of Options Education as well as quotes and mostly focuses on Exchange Traded Equity Options.

NYMEX

The New York Mercantile Exchange (NYMEX) provides Options information and explains some of the vocabulary used in talking about options.

Johns Hopkins Center for Financial Economics

The Center for Financial Economics in the Department of Economics the Krieger School of Arts and Sciences at Johns Hopkins University.

© 2008 Professor Daniel Naiman, Amanuel Alemu, Charles Dean