About this document
Gold Futures Pricing and Arbitrage Analysis by ashutosh is a document available to read on EtoBox.
The document discusses the cost-of-carry model for pricing futures contracts on gold. It provides examples of how imperfections in markets like transaction costs and restrictions on short selling can impact the permissible range of futures prices according to the model. Key points discussed include: - In a perfect market, the six-month gold futures price should be $388.89 based on the cost-of-carry model. - Transaction costs and restrictions mean the range is between $385.44 and $391.40. - Differences
- Author
- ashutosh
- Language
- EN