We discuss the existing pricing methodology for futures and forward contracts. Both the discrete-time and the continuous-time cases are treated, and we focus on complete and arbitrage-free markets. Possible extensions and suggestions for further reading are provided at the end of the article
V diplomskem projektu se bomo osredotočili na pomen nestandardiziranih in standardiziranih terminski...
In this paper, interpretative comments are offered on some established aspects of the economics of f...
A currency future, also known as an FX future , is a future contract to exchange one currency for an...
This article presents a collection of results and formulae for pricing commodity futures, futures op...
This paper is two fold, it first studies extending the concept of forward prices by adding the notio...
This thesis extends the previous work on interest rate contingent claims in several ways. First, fut...
There are a lot of ways to hedge. The article presents futures and forward transactions as one of t...
An equity future or forward contract is an agreement between two parties to buy a specific number of...
This paper aims to investigate the pricing differential between the 3-month interest rate futures co...
Interest rate futures are basic securities and at the same time highly liquid traded objects. Despit...
An Equity Forward contract is an agreement between two counterparties to buy a specific number of eq...
1) What are forwards contracts? A Forward Contract is a bilateral agreement in which the buyer and s...
Cilj ovog rada je proučiti forward i futures ugovore na financijskim tržištima, njihova svojstva, ci...
Publisher's version available at http://jupapadoc.startlogic.com/compresearch/papers/JCR11-8.pdf,Ris...
Using six commodities and four foreign currencies a comparison is made of the value of futures and f...
V diplomskem projektu se bomo osredotočili na pomen nestandardiziranih in standardiziranih terminski...
In this paper, interpretative comments are offered on some established aspects of the economics of f...
A currency future, also known as an FX future , is a future contract to exchange one currency for an...
This article presents a collection of results and formulae for pricing commodity futures, futures op...
This paper is two fold, it first studies extending the concept of forward prices by adding the notio...
This thesis extends the previous work on interest rate contingent claims in several ways. First, fut...
There are a lot of ways to hedge. The article presents futures and forward transactions as one of t...
An equity future or forward contract is an agreement between two parties to buy a specific number of...
This paper aims to investigate the pricing differential between the 3-month interest rate futures co...
Interest rate futures are basic securities and at the same time highly liquid traded objects. Despit...
An Equity Forward contract is an agreement between two counterparties to buy a specific number of eq...
1) What are forwards contracts? A Forward Contract is a bilateral agreement in which the buyer and s...
Cilj ovog rada je proučiti forward i futures ugovore na financijskim tržištima, njihova svojstva, ci...
Publisher's version available at http://jupapadoc.startlogic.com/compresearch/papers/JCR11-8.pdf,Ris...
Using six commodities and four foreign currencies a comparison is made of the value of futures and f...
V diplomskem projektu se bomo osredotočili na pomen nestandardiziranih in standardiziranih terminski...
In this paper, interpretative comments are offered on some established aspects of the economics of f...
A currency future, also known as an FX future , is a future contract to exchange one currency for an...
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