Chap 6
8. futures and forwards
Chicago Board of Trade Interest Rate Products Market Development 2003 Taipei Interest Rate Futures Conference November 20 - 21, 2003.
PRICING FUTURES Factors that determine futures prices: 1. Supply and demand – like any current commodity price - elasticities of supply and demand - less.
Chapter 8: The Structure of Forwards & Futures Markets KEY CONCEPTS –Explanations of the Basics of Forward and Futures Contracts –More EVIL is More Beautiful.
Debt OPTIONS. Options on Treasury Securities: T-Bill Options Options on T-Bills give the holder the right to buy a T-Bill with a face value of $1M and.
