The relation between forward prices and futures prices /
by John C. Cox, Jonathan E. Ingersoll, Jr., and Stephen A. Ross.

Description

Main Author

Cox, John C.

Related Names

Ross, Stephen A.
Columbia University. Center for the Study of Futures Markets.

Language(s)

English

Published

New York : Columbia Business School. Center for the Study of Futures Markets, 1981.

Subjects

Foreign exchange futures > Foreign exchange futures / Mathematical models.
Prices > Prices / Mathematical models.

Physical Description

40 p. ; 28 cm.

Locate a Print Version

Find in a library

Viewability