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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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