A note on the premiums and discounts embedded in VIX futures prices
Travis L. Jones and Marcus T. Allen
| Year of publication: |
2015
|
|---|---|
| Authors: | Jones, Travis ; Allen, Marcus T. |
| Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 24.2015, 2, p. 69-73
|
| Subject: | Risikoprämie | Risk premium | Derivat | Derivative | Theorie | Theory | Börsenkurs | Share price | Diskontierung | Discounting | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011416629