Volatility and price information contained in selected agricultural futures options

Volatility and price information contained in selected agricultural futures options

ID:40358725

大小:2.54 MB

页数:92页

时间:2019-08-01

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1、VOLATILITYANDPRICEINFORMATIONCONTAINEDINSELECTEDAGRICULTURALFUTURESOPTIONSBYTHORSTENMICHAELEGELKRAUTDiplom,FernUniversitat-GesamthochschuleinHagen,1997M.S.,UniversityofGeorgia,1999M.S.,UniversityofIllinoisatUrbana-Champaign,2002DISSERTATIONSubmittedinp

2、artialfulfillmentoftherequirementsforthedegreeofDoctorofPhilosophyinAgriculturalandConsumerEconomicsintheGraduateCollegeoftheUniversityofIllinoisatUrbana-Champaign,2005Urbana,IllinoisReproducedwithpermissionofthecopyrightowner.Furtherreproductionprohib

3、itedwithoutpermission.UMINumber:3182256INFORMATIONTOUSERSThequalityofthisreproductionisdependentuponthequalityofthecopysubmitted.Brokenorindistinctprint,coloredorpoorqualityillustrationsandphotographs,printbleed-through,substandardmargins,andimproperal

4、ignmentcanadverselyaffectreproduction.Intheunlikelyeventthattheauthordidnotsendacompletemanuscriptandtherearemissingpages,thesewillbenoted.Also,ifunauthorizedcopyrightmaterialhadtoberemoved,anotewillindicatethedeletion.UMI®UMIMicroform3182256Copyright2

5、005byProQuestInformationandLearningCompany.Allrightsreserved.ThismicroformeditionisprotectedagainstunauthorizedcopyingunderTitle17,UnitedStatesCode.ProQuestInformationandLearningCompany300NorthZeebRoadP.O.Box1346AnnArbor,Ml48106-1346Reproducedwithpermi

6、ssionofthecopyrightowner.Furtherreproductionprohibitedwithoutpermission.©2005byThorstenMichaelEgelkraut.AllrightsreservedReproducedwithpermissionofthecopyrightowner.Furtherreproductionprohibitedwithoutpermission.CertificateofCommitteeApprovalUniversity

7、ofIllinoisatUrbana-ChampaignGraduateCollegeApril13,2004Weherebyrecommendthatthethesisby:THORSTENMICHAELEGELKRAUTEntitled:VOLATILITYANDPRICEINFORMATIONCONTAINEDINSELECTEDAGRICULTURALCOMMODITYFUTURESOPTIONSBeacceptedinpartialfulfillmentoftherequirementsf

8、orthedegreeof:DoctorofPhilosophySignatim7DirectorofResearchHeadofDepartmentCommitteeonFinalExamination*ChairpersonvmitteeMemberCommitteeMemberCommitteeMemberCommitteeMemberCommitteeMember*Requiredfordoctoraldegreebutnotformaster’sdegree

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