Commodity Derivatives Valuation with Autoregressive and Moving Average Components in the Price Dynamics Marcel Prokopczuk ICMA Centre - Henley Business School joint work with - ICMA Centre - Document - PDFSEARCH.IO

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Date: 2010-06-16 09:11:59 Futures contract Normal backwardation Convenience yield Price of petroleum Derivative Yield curve Commodity price indices Contango DBLCI Optimum Yield (OY) Index Financial economics Finance Economics		Commodity Derivatives Valuation with Autoregressive and Moving Average Components in the Price Dynamics Marcel Prokopczuk ICMA Centre - Henley Business School joint work with Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 125,31 KB Share Document on Facebook

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