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  • Profile picture of David Lee

    David Lee deposited Equity Forwards and Futures Valuation in the group Group logo of Scholarly CommunicationScholarly Communication on Humanities Commons 2 years, 4 months ago

    We review the equity forward and futures pricing models. Consider an index level, I, at a future time, T. With respect to I, we calculate 1) the forward price, 2) the futures price, and 3) delta.

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David Lee

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@davidlee

Active 1 year, 11 months ago