Pricing term structure risk in futures markets
Year of publication: |
1998
|
---|---|
Authors: | Roon, Frans de |
Other Persons: | Nijman, Theodore E. (contributor) ; Veld, Chris H. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 33.1998, 1, p. 139-157
|
Subject: | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium | Heizöl | Heating oil | Gold | Sojabohne | Soybean | Rinder | Cattle | Währungsderivat | Currency derivative | Deutsche Mark | Theorie | Theory | Welt | World | 1970-1993 |
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