A note on the premiums and discounts embedded in VIX futures prices
Year of publication: |
2015
|
---|---|
Authors: | Jones, Travis ; Allen, Marcus T. |
Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 24.2015, 2, p. 69-73
|
Subject: | Risikoprämie | Risk premium | Derivat | Derivative | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM |
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