您選擇的商品

An Integrated Approach to the Determination of Forward Prices

Walid Busaba; Zeigham Khokher; Saqib Khan

商品編號:9B08N002
出版日期:2008/04/01
再版日期:
商品來源:Ivey
商品主題:Finance
商品類型:Note
涵蓋議題:Forwards;Futures;Derivatives;International Finance;Foreign Exchange;Exchange Rates
難易度:4 - Undergraduate/MBA
內容長度:11 頁
地域:
產業:Security and Commodity Brokers; Dealers
事件年度:2007

This note demonstrates how a forward price, or equivalently, futures price, is determined and considers forward and futures contracts written on financial assets and on commodities. The note introduces the concept of a convenience yield and calculates the convenience yields on four commodities, crude oil, natural gas, copper and gold. Examples in the note use actual market prices.

教學手冊:
補充材料: