Chapter

Forwards and Futures

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print September 1998 | ISBN: 9780198775188
Published online November 2003 | e-ISBN: 9780191595981 | DOI: http://dx.doi.org/10.1093/0198775180.003.0020
 Forwards and Futures

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In this chapter, we provide fairly general results for forward and futures prices.

Keywords: forward contract; forward price; futures contract; futures price

Chapter.  2799 words. 

Subjects: Financial Markets

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