5.1 Determination of Forward and Futures Prices Chapter 5 Note: In this chapter forward and futures contracts are treated identically.
002 Hedging With Futures
Hull der
Futures Pricing. Basis and Spreads Basis= Spot price – futures price Basis should converge to zero—i.e spot price is the same as the futures price at.
Ch 05 Hull Fundamentals 7 the d
Determination of Forward and Futures Prices
Fundamentals of Futures and Options Markets, 7th Ed, Ch 5, Copyright © John C. Hull 2010 Determination of Forward and Futures Prices Chapter 5 (Pages 103-123)
The Nature of Derivatives
