Pricing Commodity Hybrid Derivatives John Crosby Global Head of Quantitative Analytics and Research Lloyds TSB Financial Markets 2nd Annual Hybrid Products Conference

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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		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 Download Document from Source Website File Size: 602,73 KB Share Document on Facebook

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