Working Paper No. 526 A joint affine model of commodity futures and US Treasury yields Michael Chin and Zhuoshi Liu March 2015

First Page		Document Content
Date: 2015-03-04 10:39:07 Financial markets Mathematical finance Futures contract Contango Pricing Commodity Spot contract Hedge Forward contract Financial economics Finance Economics		Working Paper No. 526 A joint affine model of commodity futures and US Treasury yields Michael Chin and Zhuoshi Liu March 2015 Add to Reading List Source URL: www.bankofengland.co.uk Download Document from Source Website File Size: 610,79 KB Share Document on Facebook

	California Carbon Allowance Vintage 2017 Spot Product Contract Specification Description DocID: 1v9j3 - View Document
	Gold Standard Verified Emission Reductions Spot Product Contract Specification Description DocID: 1uGXf - View Document
	ACR Emission Reduction Tonnes Spot Product Contract Specification Description DocID: 1uoFd - View Document
	California Carbon Allowance Vintage 2019 Spot Product Contract Specification Description DocID: 1unX9 - View Document
	CAR Climate Reserve Tonnes Spot Product Contract Specification Description DocID: 1uiLa - View Document