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Convenience yield
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21	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2005-08-17 11:28:19 Financial markets Convenience yield Pricing Futures contract Normal backwardation Commodity Price of petroleum Yield curve Spot contract Financial economics Finance Economics
22	Input and Output Inventories in General Equilibrium Matteo Iacovielloy Boston College Fabio Schiantarelliz Boston College and IZA Add to Reading List Source URL: fmwww.bc.edu Language: English - Date: 2010-11-04 17:09:27 National accounts Manufacturing Microeconomics Inventory Just in time Aggregate demand Gross output Convenience yield Gross domestic product Business Technology Macroeconomics
23	A multi-factor jump-diffusion model for Commodities John Crosby 7th October 2005 Seminar at the University Finance Seminar, Cambridge University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:16 Financial system Mathematical finance Commodities Futures contract Forward contract Spot contract Convenience yield Arbitrage Risk-neutral measure Financial economics Financial markets Finance
24	Microsoft Word - JohnCrosby_QF_version2.doc Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:23 Mathematical finance Futures contract Forward price Forward contract Commodity market Derivative Commodity Risk-neutral measure Convenience yield Financial economics Finance Economics
25	Pricing Commodity Hybrid Derivatives John Crosby Global Head of Quantitative Analytics and Research Lloyds TSB Financial Markets 2nd Annual Hybrid Products Conference Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:33:50 Economics Heath–Jarrow–Morton framework Forward measure Futures contract Numéraire Derivative Economic model Forward contract Convenience yield Mathematical finance Financial economics Finance

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