Future & Opzioni | quotazioni, analisi e strategie su Future e Opzioni
FTSE Mib (Ex Mib 30): è finita la festa? - SosTrader
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil | SpringerLink
Futures:Fib 30: Il Fib30 prevede un sottostante pari alla quotazione dell'indice Mib30 moltiplicato per 10 mila
Towards the Development of an ESG Scoring Framework for Derivatives - Welton Investment Partners
![PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/50478ea0a3538fed1f158f6be2bee2b6f853f60f/35-Table6-1.png "PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar")
PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar
I MERCATI REGOLAMENTATI GESTITI DALLA BORSA ITALIANA S.p.A. - ppt scaricare
Applicazione dell'analisi tecnica al Mib30
Introduzione ai DERIVATI
I futures (Mib30) fanno parte delle operazioni delegate sul deposito titoli. - Diritto del risparmio
IDEM: the Italian derivatives market
Quotazioni del Btp Future e andamento dei volumi. | Download Scientific Diagram
No-Action Letter: Mercato Italiano dei Derivati
August 3 0 1 19 9 5 Attilio Ventura Chairman Italian Stock Exchange Council Piazza degli Affari, 6 20123 Milano Italy Re: Italia
![PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/50478ea0a3538fed1f158f6be2bee2b6f853f60f/34-Table3-1.png "PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar")
PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar
![PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/50478ea0a3538fed1f158f6be2bee2b6f853f60f/35-Table7-1.png "PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar")
PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar
![PDF] Model Specification for the Estimation of the Optimal Hedge Ratio with Stock Index Futures: an Application to the Italian Deri | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/7cbc5235bd95db174abdfd4780ad2b6d768670c5/45-Table1-1.png "PDF] Model Specification for the Estimation of the Optimal Hedge Ratio with Stock Index Futures: an Application to the Italian Deri | Semantic Scholar")
PDF] Model Specification for the Estimation of the Optimal Hedge Ratio with Stock Index Futures: an Application to the Italian Deri | Semantic Scholar
![PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/50478ea0a3538fed1f158f6be2bee2b6f853f60f/33-Table1-1.png "PDF] A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 | Semantic Scholar")