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What is Fair Value of Futures Contracts about?

This document provides practice problems and solutions for homework on forward and futures pricing. It includes 9 practice problems with step-by-step solutions to help students understand how to price forwards and futures contracts, identify arbitrage opportunities, and calculate the value of forward contracts over time. The homework questions ask students to calculate forward and futures prices using the cost-of-carry model, determine arbitrage strategies, and consider how a bank might price a forward cont

Author

Benjamin Giusto

Language

EN