003 Futures And Forwards

The Derivatives FUTURES AND FORWARDS SKOOL COMPUTER EDUCATION

COMPOUNDING ISSUES ,[object Object],[object Object],[object Object]

SHORT SELLING ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

SHORT SELLING ,[object Object],[object Object],[object Object],[object Object],[object Object]

THE FORWARD PRICE ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

COUPONS, DIVIDENDS & FX FORWARDS ,[object Object],[object Object]

COUPONS, DIVIDENDS & FX FORWARDS

FORWARDS VS FUTURES ,[object Object],[object Object],[object Object],[object Object]

EXAMPLE-001 SPOT-INTEREST CORRELATION ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

STOCK INDEX FUTURES ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

STOCK INDEX FUTURES ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

PERFECT HEDGE ,[object Object],[object Object],[object Object],[object Object]

EXAMPLE PERFECT HEDGE ,[object Object],[object Object],[object Object]

EXAMPLE PERFECT HEDGE ,[object Object],The total income of the company over these two months due to the shorting of the futures is therefore

EXAMPLE PERFECT HEDGE ,[object Object],[object Object]

COST OF CARRY ,[object Object],[object Object],[object Object]

COST OF CARRY ,[object Object],[object Object]

FUTURES PRICES AND FUTURE SPOT PRICES ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],a riskless investment will grow in value with the risk free rate of return

EXAMPLE -FUTURES RISK ,[object Object],[object Object]

EXAMPLE -FUTURES RISK ,[object Object],[object Object],[object Object],It is straightforward to observe that the relationship of the futures with the expected spot price will depend on the relationship between the two returns, which in turn depends on the correlation of the Investment with the market due to the CAPM.

003 Futures And Forwards

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003 Futures And Forwards