Forwards and Futures

Conroy, Robert M.

Abstract

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Forwards and Futures

Robert M. Conroy

University of Virginia - Darden School of Business

Darden Case No. UVA-F-1427

Abstract:
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, derivatives

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Date posted: June 14, 2009

Suggested Citation

Conroy, Robert M., Forwards and Futures. Darden Case No. UVA-F-1427. Available at SSRN: http://ssrn.com/abstract=1418878

Contact Information

Robert M. Conroy (Contact Author)

University of Virginia (UVA) - Darden School of Business ( email )

P.O. Box 6550
Charlottesville, VA 22906-6550
United States

HOME PAGE: http://www.darden.virginia.edu/faculty/conroy.htm