Post-crash distributions inferred from S

Australian Environment Protection Authority for providing detailed information about the Household Hazardous Waste collection programs in South Australia and for their enthusiastic input and comment on our reports. We would also like to thank the staff of all Councils and facility operators, whom we interviewed in the course of this project for giving generously of their time. It has been

The Australian College of Educators (ACE) is well placed to provide feedback on the DEEWR Discussion Paper: Future Options for Alternative Pathways into Teaching. The College was founded in 1959 to provide an independent voice for educators and to advance education as a profession. It is the oldest

In this article, assuming the stochastic behavior of basis as a modified Brownian bridge process, we obtain closed-form solutions of futures and futures options generalizing the Black (1976). The arrangement permits the formulas of futures and futures options to be functions of spot price

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The Centre for Health Program Evaluation (CHPE) is a research and teaching organisation established in 1990 to: · undertake academic and applied research into health programs, health systems and current policy issues; · develop appropriate evaluation methodologies; and · promote the teaching of health economics and health program evaluation, in order to increase the supply of trained specialists and to improve the level of understanding in the health community. The Centre comprises two independent research units, the Health Economics Unit

This paper examines specification issues and estimates diffusive and jump risk premia using S&P futures option prices from 1987 to 2003. We first develop a test to detect the presence of jumps in volatility, and find strong evidence supporting their presence. Based on the cross-sectional fit

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of options had been limited. Implications for future research are discussed. Ne quid nimis. (In all things moderation.)--Publius Terentius Afer (Terence), c. 171 B.C. It is a common supposition in modern society that the more choices, the better--that the human ability to manage, and the human desire for