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The top documents tagged [year futures price of]
Economy & Finance
002 Hedging With Futures
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Hull der
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Ch 05 Hull Fundamentals 7 the d
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Determination of Forward and Futures Prices
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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)
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The Nature of Derivatives
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5.1 Determination of Forward and Futures Prices Chapter 5 Note: In this chapter forward and futures contracts are treated identically
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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
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