Hedging with Forwards and Futures

18 Pages Posted: 5 Apr 2010

See all articles by Robert M. Conroy

Robert M. Conroy

University of Virginia - Darden School of Business


This technical note expands on the previous note, "Forwards and Futures" (UVA-F-1427), which introduced the basics of forward and futures contracts. It begins with examples where the hedging was one-for-one and the maturity of the futures contract exactly matched the timing of the transaction. Often times the hedging approach is not as clear as it is in those examples. This note covers hedging and more complex examples.

Keywords: Equity, regression analysis

Suggested Citation

Conroy, Robert M., Hedging with Forwards and Futures. Darden Case No. UVA-F-1428, Available at SSRN: https://ssrn.com/abstract=1583737

Robert M. Conroy (Contact Author)

University of Virginia - 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

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