Calendar Spreads, Risk Premium and the Convenience Yield
Year of publication: |
2009
|
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Authors: | Attaoui, Sami |
Other Persons: | Mellios, Constantin (contributor) ; Six, Pierre (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 27, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1439669 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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