1.7.10 使用单期二项式模型对衍生品进行估值 Valuing a Derivative Using a One-Period Binomial Model 180 -- 1:09:16 App 2.5.2 贴现股息估值 Discounted Dividend Valuation 89 -- 28:24 App 1.7.4 衍生品定价中的套利、复制和持股成本 241 1 47:51 App 1.4.6 运营资本和流动资金 Working Capital ...
The role of the commodity exchange as an element of development of agricultural domestic and international commodity markets is considered in the article. ... Y Kalyuzhna,I Yasnolob,K Chernenko - 《Market Infrastructure》 被引量: 0发表: 2022年 Research on Derivative Pricing Theory in the Develo...
Section 3 presents both physical commodity markets and commodity derivative markets in their usual breakdown categories: agriculture, metals and energy. Section 4 discusses the regulations in the EU and the US concerning commodity derivatives. Section 5 advances certain policy proposals and the last ...
5) Oil derivatives markets 石油衍生品市场6) OTC derivative market OTC衍生品市场补充资料:场外市场的商品衍生工具 场外市场的商品衍生工具 【场外市场的商品衍生工具]近年来商品价格波动很大,特别是能源市场在海湾战争中受到巨大影响,促使人们去寻找场内交易以外的更灵活的金融工具,以便规避商品的价格风险。石油生产...
Commodity Derivatives: Markets and Applications Includes bibliographical references and index and glossary NC Schofield - 《Wiley Finance》 被引量: 33发表: 2007年 Issues and Concerns of Commodity Derivative Markets in India: An Agenda for Research The principal aim of this paper is to sensitize the...
New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading. This book covers hard and soft commodities (...
As Samuelson hypothesis does not hold true for majority of commodity contracts, traders in Indian commodity derivative markets should not bias their decisions solely based on the time-to-maturity, but should also consider trading volume and open interest as they are an important determinant of price...
The price of a commodity good is typically determined as a function of its market as a whole: well-established physical commodities have actively traded spot and derivative markets. The wide availability of commodities typically leads to smaller profit margins and diminishes the importance of factors...
New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading. This book covers hard and soft commodities (...
National Commodity and Derivative Exchange (NCDEX) Multi Commodity Exchange of India (MCX) Indian Commodity Exchange (ICEX) National Stock Exchange (NSE) Bombay Stock Exchange (BSE) Types of Commodity Markets Typically, commodity trading occurs either in derivatives markets or spot markets. Spot marke...