标题: 请教L3alternative 2009上午题Q8 Aiii 答案没看懂 [打印本页]

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作者: ninja1024    时间: 2013-9-10 10:30     标题: 请教L3alternative 2009上午题Q8 Aiii 答案没看懂

roll return 与convenience yield 和 interest rate 之间的关系！谢谢！

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作者: 童老师    时间: 2013-9-10 10:47

roll yield —— effect of backwardation.

futures price F = S

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