Forwards and Futures
Robert M. Conroy
University of Virginia - Darden School of Business
Darden Case No. UVA-F-1427
This technical note introduces the basics of forward and futures contracts. It covers the very simplest contract on financial assest with no income and expands the discussion to cover contracts on financial assets with dividends, contracts on foreign currency and commodities. There is a discussion on the difference between forward/futures prices and the expected spot rate.
Number of Pages in PDF File: 14
Keywords: futures, derivativesworking papers series
Date posted: June 14, 2009
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