Convenience yield

英英释义

Convenience yield

• A convenience yield is an adjustment to the cost of carry in the non-arbitrage pricing formula for forward prices in markets with trading constraints.

以上来源于:Wikipedia

权威例句

Convenience Yield
Commodity convenience yields as an option profit
Convenience Yields for Co2 Emission Allowance Futures Contracts
Stocks as Money: Convenience Yield and the Tech-Stock Bubble
Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
Approximation for convenience yield in commodity futures pricing
Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
Convenience yield without the convenience: A spatial-temporal interpretation of storage under
Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates