![Economics / Heath–Jarrow–Morton framework / Forward measure / Futures contract / Numéraire / Derivative / Economic model / Forward contract / Convenience yield / Mathematical finance / Financial economics / Finance Economics / Heath–Jarrow–Morton framework / Forward measure / Futures contract / Numéraire / Derivative / Economic model / Forward contract / Convenience yield / Mathematical finance / Financial economics / Finance](https://www.pdfsearch.io/img/08817fa2a95d8f40929feb6898f09d87.jpg) Date: 2008-07-21 09:33:50Economics Heath–Jarrow–Morton framework Forward measure Futures contract Numéraire Derivative Economic model Forward contract Convenience yield Mathematical finance Financial economics Finance | | Pricing Commodity Hybrid Derivatives John Crosby Global Head of Quantitative Analytics and Research Lloyds TSB Financial Markets 2nd Annual Hybrid Products ConferenceAdd to Reading ListSource URL: www.john-crosby.co.ukDownload Document from Source Website File Size: 602,73 KBShare Document on Facebook
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