The pricing model of commodity futures in imperfect markets
碩士 === 國立成功大學 === 國際企業研究所 === 86 === A commonly used model in the pricing of commodity futures is the cost ofcarry model .The cost of carry model assumes that arbitrage mechanism inmarkets can be complete ,but the assumption is not consistent with actuals...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47936915083166613480 |