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- Title:
Extracting Convenience Yield Free Short-Term Interest Rates from Equity Derivatives
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Geck, Uwe; Kaserer, Christoph
- Non-TUM Co-author(s):
- ja
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- SSRN Electronic Journal
- Journal listet in FT50 ranking:
- nein
- Year:
- 2021
- Fulltext / DOI:
- doi:10.2139/ssrn.3819767
- Publisher:
- Elsevier BV
- E-ISSN:
- 1556-5068
- Date of publication:
- 01.01.2021
- Judgement review:
- 0
- Key publication:
- Nein
- Peer reviewed:
- Ja
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
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