| Authors |
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| Publication date |
2010
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| Host editors |
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| Book title |
Encyclopedia of quantitative finance (Vol. 2 E-J)
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| ISBN |
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| Pages (from-to) |
773-778
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| Publisher |
New York: John Wiley & Sons
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| Organisations |
-
Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
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| Abstract |
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.
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| Document type |
Chapter
|
| Note |
4 volumes
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| Language |
English
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| Published at |
https://doi.org/10.1002/9780470061602.eqf05003
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