The pricing of commodity contracts
β Scribed by Fischer Black
- Book ID
- 116126465
- Publisher
- Elsevier Science
- Year
- 1976
- Tongue
- English
- Weight
- 821 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0304-405X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract Commodity pricing models generally explain the link between commodity prices and stock levels in terms of a stockβout constraint or a convenience yield. Analysis of this link is provided using monthly London Metals Exchange copper, lead, and zinc prices obtained for the period November
Index (USDX) is a geometric weighted average of ten T major foreign exchange (FX) rates, expressed in index form relative to the geometric weighted average of March 1973 (the base).\* Formally, if we denote by Si and Bi the spot FX rates of country i expressed in "American terms" (U.S. dollars per f
A Futures Trading Commission is ready to consider seriously the buying and selling of commodity options on domestic futures exchanges. It is therefore useful to examine the desirable characteristics such options might possess, and that is the purpose of this article. First, the "standard" commodity