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Commodity derivative markets

Lautier, Delphine (2008), Commodity derivative markets, Summer School of Pacific Institute for the Mathematical Sciences (PIMS) in "Perceiving, measuring and managing risk : illiquidity, long-term risk, natural resources", 2008-07, Vancouver, Canada

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Commodity_derivatives_Lautier.pdf (410.8Kb)
Type
Communication / Conférence
Date
2008
Conference title
Summer School of Pacific Institute for the Mathematical Sciences (PIMS) in "Perceiving, measuring and managing risk : illiquidity, long-term risk, natural resources"
Conference date
2008-07
Conference city
Vancouver
Conference country
Canada
Pages
29
Metadata
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Author(s)
Lautier, Delphine
Subjects / Keywords
Term structure; derivatives; commodity prices
JEL
E43 - Interest Rates: Determination, Term Structure, and Effects
Q13 - Agricultural Markets and Marketing; Cooperatives; Agribusiness

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