- Forwards and futures
- Book title
- Encyclopedia of quantitative finance (Vol. 2 E-J)
- Pages (from-to)
- New York: John Wiley & Sons
- Document type
- Faculty of Economics and Business (FEB)
- Amsterdam School of Economics Research Institute (ASE-RI)
- 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.
- go to publisher's site
- 4 volumes
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