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Do Volatility Smiles Matter for Pricing Asian Basket Options? The Case of Livestock Gross Margin Insurance for Dairy Cattle
By M. Bozic, J. Newton, C.S. Thraen, B.W. Gould Livestock Gross Margin Insurance for Dairy Cattle (LGM-Dairy) is Asian basket option-like insurance tool that enables U.S. dairy producers to protect income-over-feed-costs margins. While LGM-Dairy rating me ...
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Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle
By M. Bozic, J. Newton, C.S. Thraen, B.W. Gould A common approach in the literature, whether the investigation is about futures price risk premiums or biases in option-based implied volatility coefficients, is to use samples in which consecutive observati ...
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Multimedia
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Mission Possible: Positive Leadership (on-line)
https://acel.osu.edu/about-us/events/mission-possible-positive-leadership-line
Who should attend? Leaders, Supervisors (current & aspiring), Work Team Members, Directors, Board Members, "Front-line" Staff Workshop Description Are you a positive leader? Do you wonder how others think about your attitude as a leader? A ...
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Strengths Finder
https://acel.osu.edu/about-us/events/strengths-finder
As a leader it is important to know what talents you possess, that you bring to the leadership table. Do you know what strengths you possess? Every leader possesses her/his own unique set of talents. According to the Gallup Organization, "we spend ...
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Strengths Finder Workshop (On-Line)
https://acel.osu.edu/about-us/events/strengths-finder-workshop-line
As a leader it is important to know what talents you possess, that you bring to the leadership table. Do you know what strengths you possess? Every leader possesses her/his own unique set of talents. According to the Gallup Organization, "we spend ...