Forwards and futures
| Authors | |
|---|---|
| Publication date | 2010 |
| Host editors |
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| Book title | Encyclopedia of quantitative finance (Vol. 2 E-J) |
| ISBN |
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| Pages (from-to) | 773-778 |
| Publisher | New York: John Wiley & Sons |
| Organisations |
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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. |
| Document type | Chapter |
| Note | 4 volumes |
| Language | English |
| Published at |
https://doi.org/10.1002/9780470061602.eqf05003
(Final published version)
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| Permalink to this page | |