This paper explores the pricing of commodity swaps and options on commodity swaps in the presence of convenience yields.
在考虑商品的便利收益情况下，探讨了商品互换及其期权的定价。对价格是随机的情形建立了单因素模型；
The two agencies tasked with penning the rules, the Securities and Exchange Commission (security-based swaps) and the Commodity Futures Trading Commission (the rest), face a huge task.
身负拟法重任的两家中介机构，负责拟定证券类型掉期交易法规的美国证券交易委员会，以及负责其他类型交易法规的美国商品期货交易委员会，面临着繁重的任务。
Besides handling large volumes of trades for clients via the opaque over-the-counter commodity-swaps markets, they are also large commodity traders in their own right.
除了通过透明度不高的场外大宗商品掉期市场为客户处理大笔交易之外，银行本身也是大型大宗商品交易商。
Besides handling large volumes of trades for clients via the opaque over-the-counter commodity-swaps markets, they are also large commodity traders in their own right.
除了通过透明度不高的场外大宗商品掉期市场为客户处理大笔交易之外，银行本身也是大型大宗商品交易商。
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