'Convenience yield' diaporamas de présentation

Stochastic Convenience Yield and the Pricing of Oil Contingent Claims

Stochastic Convenience Yield and the Pricing of Oil Contingent Claims. RAJNA GIBSON and EDUARDO S. SCHWARTZ ??? 2010.09.29. Outline. I. Abstract II. The Two-Factor Oil Contingent Claim Pricing Model III. Estimation of the Joint Stochastic Process

498 views • 39 slides

Chapter 5

Chapter 5. Agricultural Prices. Purpose of the Chapter. To extend our supply and demand model to incorporate specific features of agriculture to better understand agriculture prices. Covers four determinants of agricultural price changes

694 views • 37 slides

Calibration of Stochastic Convenience Yield Models For Crude Oil Using the Kalman Filter.

491 views • 31 slides

Futures Prices

Futures Prices. Convention of reporting futures prices The relationship between futures prices and the cash price of the underlying commodity the relationships between the prices of futures contracts with different delivery dates Cost-of-Carry pricing relationship

530 views • 20 slides

Testing the Efficiency of Agriculture Commodities Market in India Prof Sanjay Sehgal

Testing the Efficiency of Agriculture Commodities Market in India Prof Sanjay Sehgal Abhishek Singh.

260 views • 7 slides