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Futures Prices and Forward Price Curves

Insider's Guide to Finance

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Futures Prices and Forward Price Curves

2 212 просмотров · 8 лет назад
Insider's Guide to Finance
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2 212 просмотров · 8 лет назад
InsidersGuideToFinance.com facebook.com/insidersguidetofinance This video provides an introduction to the concept of forward pricing. The discussion includes an overview of the cost of carry arbitrage pricing model for futures and forward contracts, the factors that contribute to the cost of carry (or carrying charges) and the implications of positive or negative carry for the slope of the forward price curve when arbitrage pricing holds.