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all classes   first 8 weeks   second 8 weeks   EMB 2/03-5/20   evenings (4pm and later)

ACE 528
Research in Futures Markets

Credit:  4 hours.


Research literature on commodity futures and options markets, both theoretical and empirical; topics include: supply of storage, basis models, theory of the firm and hedging under uncertainty, optimal hedging, speculative returns, market performance, pricing efficiency and option pricing. Prerequisite: ACE 328 or equivalent, and ECON 500 or equivalent.