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- Convenience_yield abstract "A convenience yield is an adjustment to the cost of carry in the non-arbitrage pricing formula for forward prices in markets with trading constraints.Let be the forward price of an asset with initial price and maturity . Suppose that is the continuously compounded interest rate for one year. Then, the non-arbitrage pricing formula should be However, this relationship does not hold in most commodity markets, partly because of the inability of investors and speculators to short the underlying asset, . Instead, there is a correction to the forward pricing formula given by the convenience yield . HenceThis makes it possible for backwardation to be observable.".
- Convenience_yield wikiPageID "3501016".
- Convenience_yield wikiPageRevisionID "552499441".
- Convenience_yield hasPhotoCollection Convenience_yield.
- Convenience_yield subject Category:Financial_markets.
- Convenience_yield type Abstraction100002137.
- Convenience_yield type Act100030358.
- Convenience_yield type Activity100407535.
- Convenience_yield type Event100029378.
- Convenience_yield type FinancialMarkets.
- Convenience_yield type Market101097292.
- Convenience_yield type PsychologicalFeature100023100.
- Convenience_yield type YagoPermanentlyLocatedEntity.
- Convenience_yield comment "A convenience yield is an adjustment to the cost of carry in the non-arbitrage pricing formula for forward prices in markets with trading constraints.Let be the forward price of an asset with initial price and maturity . Suppose that is the continuously compounded interest rate for one year.".
- Convenience_yield label "Convenience yield".
- Convenience_yield label "Verfügbarkeitsprämie".
- Convenience_yield sameAs Verfügbarkeitsprämie.
- Convenience_yield sameAs m.09gyj6.
- Convenience_yield sameAs Q748644.
- Convenience_yield sameAs Q748644.
- Convenience_yield sameAs Convenience_yield.
- Convenience_yield wasDerivedFrom Convenience_yield?oldid=552499441.
- Convenience_yield isPrimaryTopicOf Convenience_yield.