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Make sure Show Hidden Files (dotfiles) " is checked. 9 Currency Futures Options and Listed Currency Warrants 197 The Nature of Currency Futures Contracts and Their Relationships to Spot and Forward Prices 198 Arbitrage and Parity Theorems for Currency Futures Options 203 Black's Model for European Currency Futures Options 210 Synthetic Futures Contracts 216 The Valuation of American Currency Futures Options 216 Empirical Tests of the Currency Futures Option Model 221 Listed Currency Warrants 222 Ch.
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