A note on the design of commodity option contracts

MR Asay - The Journal of Futures Markets (pre-1986), 1982 - search.proquest.com
… and where C is the market price of a European call, S is the market value of the
underlying commodity, r is the risk-free interest rate over T" periods, T is the number of time …

Financial futures, bank portfolio risk, and accounting

MR Asay, GA Gonzalez… - The Journal of Futures …, 1981 - search.proquest.com
AsayMichael R. Asay is a Senior Financial Economist tvith the Chicago Mercantile
Exchange. Gisela A. Gonzalez is a Vice-President and Financial …

Stripped Mortgage-Backed Securities. Part I: Basic Concepts and Pricing Theory

MR Asay, TD Sears - Housing Fin. Rev., 1989 - HeinOnline
Interest-only (10) and principal-only (PO) securities are recent developments in the market
for" derivative" securities formed by separating the principal and interest payments of one …

A note on the design of commodity option contracts: A reply

MR Asay - The Journal of Futures Markets (pre-1986), 1983 - search.proquest.com
In a note in the Spring 1982 issue of this Journal, I summarized the straightforward results of
two option pricing models:(1) the Black and Scholes (1973) model and (2) the Black (1976) …

ANTHONY M. MARCIANO

MR ASAY, PJ BOUYOUCOS - Financial Optimization, 1993 - books.google.com
The 1980s have been a trying decade for life insurers. Volatile interest rates, new competition
from other sectors of the financial services industry, and tightening investment spreads are …

The Real Advantages of Synthetic Securities—Part I

MR Asay - ICFA Continuing Education Series, 1987 - cir.nii.ac.jp
Michael R. Asay, Ph. D. is Vice President of Mortgage Securities Research at Goldman,
Sachs and Company, where his responsibilities include new product development, structured …

The O/OREOS mission: first science data from the Space Environment Survivability of Living Organisms (SESLO) payload

…, M Neumann, M Parra, M Piccini, RM Rasay, R Ricks… - Astrobiology, 2011 - liebertpub.com
We report the first telemetered spaceflight science results from the orbiting Space Environment
Survivability of Living Organisms (SESLO) experiment, executed by one of the two 10 cm …

FINANCE REVIEW

…, RF Gorman, JB Kehr, DW Marshall, MR Asay… - 1989 - HeinOnline
HOUSING Page 1 HOUSING FINANCE REVIEW Volume 8, Number 3 • Summer 1989
Residential Mortgage Default: An Empirical Note on Changes in Property Value and Debt …

[CITATION][C] An economic approach to valuation of single premium deferred annuities

MR Asay, PJ Bouyoucos… - Financial …, 1993 - Cambridge University Press …

[CITATION][C] Pricing and Analysis of Adjustable Rate Mortgages

MR Asay - Mortgage Banking, 1984