๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

THE RELATIONSHIP BETWEEN DURATION AND ECONOMIC DEPRECIATION: A NOTE

โœ Scribed by Richard P. Brief


Book ID
111105159
Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
199 KB
Volume
11
Category
Article
ISSN
0306-686X

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A note on the relationship between forwa
โœ Azriel Levy ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 166 KB ๐Ÿ‘ 2 views

Azriel Levy ## Introduction everal authors have shown that the theoretical relationship between forward and fu-S tures prices depends primarily on the assumptions regarding the stochastic process of interest rates (Cox, et. al. (1981); Richard and Sundaresan (1981); Jarrow and Oldfield (1981); an