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Dr Scott Chaput

Dr Scott Chaput, Otago Business SchoolProfessional Practice Fellow

PhD (University of Oklahoma)

Tel 64 3 479 8104

Office CO 3.18

Email: scott.chaput@otago.ac.nz

Scott Chaput has worked at the University of Otago since 1997. He has taught a broad array of courses at all levels. His particular interests are derivatives and fixed income. He currently teaches on ACCT 233 and ACCT 310.  Before completing a PhD at the University of Oklahoma, Scott worked at the Chicago Mercantile Exchange.  This first-hand experience has shaped his teaching and research interests.  More recently Scott earned a CFA® Charter and has actively promoted the CFA program at Otago and within New Zealand.  He is actively involved with the CFA Institute.

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Publications

Chaput, J. S., & Ederington, L. H. (2008). Ratio spreads. Journal of Derivatives, 15(3), 41-57.

Chaput, S., & Yan, S. (2008, November). Volatility forecasting in the US money markets. Verbal presentation at the Southern Finance Association Annual Meeting, Key West, FL.

Chaput, J. S., & Ederington, L. H. (2006). Ratio spreads. Proceedings of the Financial Management Association Conference. (pp. 1-35). [Full Paper]

Kelly, N. K., & Chaput, J. S. (2006). Volatility forecasting in the 90-day Australian bank bill futures market. Proceedings of the 17th Annual Asian Finance Association: FMA Conference. (pp. 1-23). [Full Paper]

Chaput, J. S., & Ederington, L. H. (2005). Vertical spread design. Journal of Derivatives, 12(3), 28-46.

Web Site Conference Proceedings - prior to 2003

Chaput, J. S. (2002). Option spread and combination trading, Online. Financial Management Association. Retrieved from www.fma.org

Chaput, J. S. (2001). Option trading strategies in practice, Online. Financial Management Association. Retrieved from www.fma.org

Chaput, J. S. (2000). Sources of profits in option trading. Financial Management Association. Retrieved from www.fma.org

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Journal - Research Article

Chaput, J. S., & Ederington, L. H. (2008). Ratio spreads. Journal of Derivatives, 15(3), 41-57.

Chaput, J. S., & Ederington, L. H. (2005). Vertical spread design. Journal of Derivatives, 12(3), 28-46.

Chaput, J. S., & Ederington, L. H. (2005). Volatility trade design. Journal of Futures Markets, 25(3), 243-279.

Chaput, J. S., & Ederington, L. H. (2003). Option spread and combination trading. Journal of Derivatives, 10(4), 70-88.

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Conference Contribution - Published proceedings: Full paper

Chaput, J. S., & Ederington, L. H. (2006). Ratio spreads. Proceedings of the Financial Management Association Conference. (pp. 1-35). [Full Paper]

Kelly, N. K., & Chaput, J. S. (2006). Volatility forecasting in the 90-day Australian bank bill futures market. Proceedings of the 17th Annual Asian Finance Association: FMA Conference. (pp. 1-23). [Full Paper]

Ederington, L., & Chaput, S. (2005). Ratio spreads. Proceedings of the Accounting and Finance Association of Australia and New Zealand Conference. [Full Paper]

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Conference Contribution - Published proceedings: Abstract

Dempster, P., Chaput, J. S., & Stent, A. F. (2002). A comparison of interest rate option models on Australian Bank Bill Futures. New Zealand Finance Colloquium (6th). CD. [Abstract]

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Conference Contribution - Verbal presentation and other Conference outputs

Chaput, S., & Yan, S. (2008, November). Volatility forecasting in the US money markets. Verbal presentation at the Southern Finance Association Annual Meeting, Key West, FL.

Chaput, J. S., & Ederington, L. H. (2003, December). Volatility trade design. Verbal presentation at the Southern Finance Association Annual Meeting, Charleston, SC.

More publications...