The Cost-of-Carry Model

R. Jarrow, Arkadev Chatterjea
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Abstract

The following sections are included:IntroductionA Cost-of-Carry ExampleThe AssumptionsThe Cost-of-Carry ModelThe Model SetupUsing the Law of One PriceUsing Nothing Comes from NothingDifferent Methods for Computing InterestThe Arbitrage Table ApproachValuing a Forward Contract at Intermediate DatesLinking Forward Prices of Different MaturitiesSummaryCasesQuestions and Problems
运输成本模型
以下部分包括:介绍,一个套利成本的例子,假设,套利成本模型,模型的建立,使用一价定律,使用无来自无不同的计算利息的方法,套利表的方法,在中间日期远期合约估值,不同期限的远期价格挂钩,案例总结,问题和问题
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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