Forward Contracts
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Futures And Forward Contracts Main Characteristics Regulatory Requirements
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Author : Vivien Barth
language : en
Publisher: GRIN Verlag
Release Date : 2020-01-14
Futures And Forward Contracts Main Characteristics Regulatory Requirements written by Vivien Barth and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-14 with Business & Economics categories.
Academic Paper from the year 2019 in the subject Economics - Finance, grade: 1,0, University of Portsmouth, course: International Banking and Financial Instruments, language: English, abstract: This essay aims at explaining futures and forward contracts, describing their origins and purpose of usage as well as regulatory requirements. Moreover, it discusses advantages and disadvantages. Futures and forward contracts are financial instruments. More specifically, they are derivatives. Derivatives are financial contracts that derive their value from an underlying asset (Hirsa & Neftci, 2014). The literature distinguishes between physical commodities, such as corn or precious metals, and financial instruments, for example bonds, stocks or currencies, as underlying assets (Gottesman, 2016). Futures and forwards are agreements to buy or sell the underlying at a precise time in the future for a specified price, strike price. Their difference is that futures are traded on an exchange, whereas forwards are traded in the over-the-counter (OTC) market, meaning off-exchange trading directly between two parties (Hull, 2016). Consequently, futures are standardized, whereas forwards can be privately negotiated.
Farmers Use Of Forward Contracts And Futures Markets
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Author : Allen B. Paul
language : en
Publisher:
Release Date : 1976
Farmers Use Of Forward Contracts And Futures Markets written by Allen B. Paul and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Agricultural contracts categories.
Forward Contracts
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Author :
language : en
Publisher:
Release Date : 1935
Forward Contracts written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1935 with Contracts categories.
Farmers Use Of Cash Forward Contracts Futures Contracts And Commodity Options
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Author : Allen B. Paul
language : en
Publisher:
Release Date : 1985
Farmers Use Of Cash Forward Contracts Futures Contracts And Commodity Options written by Allen B. Paul and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Agricultural contracts categories.
Extract: Unstable farm prices can spur farmers' interest in the various forms of forward selling. Forward selling, which involves selling crops or livestock in advance of delivery, enables farmers to reduce the risk that the price they get for their output might not cover the costs of their inputs and to assure outlets for highly specialized or perishable products. Among the various forms of forward selling are cash forward contracts, futures contracts, and commodity options. This report describes different types of forward contracts, the factors a farmer should consider, and the major pitfalls involved.
On The Innovation Of Forward Contracts
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Author : Man-chung Ng
language : en
Publisher:
Release Date : 1991
On The Innovation Of Forward Contracts written by Man-chung Ng and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Commodity exchanges categories.
Forward Contracts Pricing Default Risk And Optimal Use
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Author : Ian Cooper
language : en
Publisher: Legare Street Press
Release Date : 2023-07-18
Forward Contracts Pricing Default Risk And Optimal Use written by Ian Cooper and has been published by Legare Street Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-18 with Business & Economics categories.
This book introduces the concept of forward contracts and explains how they can be used to manage risk in the context of commodity markets. It provides a comprehensive overview of the various pricing models and risk management strategies that are used by traders and investors in the industry. The authors, Antnio Sampaio Mello and Ian Cooper, are experts in the field and their insights make this book an invaluable resource for anyone interested in commodity markets and trading. This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work is in the "public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Hedging Efficiency Of Forward And Option Currency Contracts
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Author : Pål E. Korsvold
language : en
Publisher:
Release Date : 1994
Hedging Efficiency Of Forward And Option Currency Contracts written by Pål E. Korsvold and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Foreign exchange categories.
Bankruptcy Treatment Of Swap Agreements And Forward Contracts
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Author : United States. Congress. House. Committee on the Judiciary. Subcommittee on Economic and Commercial Law
language : en
Publisher:
Release Date : 1991
Bankruptcy Treatment Of Swap Agreements And Forward Contracts written by United States. Congress. House. Committee on the Judiciary. Subcommittee on Economic and Commercial Law and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Bankruptcy categories.
The Pricing Of Futures And Forward Contracts
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Author : Kenneth R. French
language : en
Publisher:
Release Date : 1982
The Pricing Of Futures And Forward Contracts written by Kenneth R. French and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Commodity exchanges categories.
Dynamic Asset Allocation With Forwards And Futures
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Author : Abraham Lioui
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-06
Dynamic Asset Allocation With Forwards And Futures written by Abraham Lioui and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-06 with Business & Economics categories.
This book is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve in time, what optimal strategies one can expect the participants to follow, whether they pertain to arbitrage, speculation or hedging, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (MBAs majoring in finance with quantitative skills and PhDs in finance and financial economics), academics (both theoreticians and empiricists), practitioners, and regulators. Standard textbooks dealing with forward and futures markets generally focus on the description of the contracts, institutional details, and the effective (as opposed to theoretically optimal) use of these instruments by practitioners. The theoretical analysis is often reduced to the (undoubtedly important) cash-and-carry relationship and the computation of the simple, static, minimum variance hedge ratio. This book proposes an alternative approach of these markets from the perspective of dynamic asset allocation and asset pricing theory within an inter-temporal framework that is in line with what has been done many years ago for options markets.