futures-market

  1. Nicole Seaman

    P1.T3.718. Cost of carry with cash flow and normal backwardation (Hull Chapter 5)

    Learning objectives: Calculate, using the cost-of-carry model, forward prices where the underlying asset either does or does not have interim cash flows. Describe the various delivery options available in the futures markets and how they can influence futures prices. Explain the relationship...
    • Nicole Seaman
    • Thread
    • backwardation contango cost-of-carry delivery-options futures-market hull nonsystemic-risk normal-backwardation systemic-risk
    • Replies: 4
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P1.T3.709. Futures contracts (Hull Chapter 2, continued)

    Learning objectives: Explain the convergence of futures and spot prices. Describe the role of a clearinghouse in futures and over-the-counter market transactions. Describe the role of collateralization in the over-the-counter market and compare it to the margining system. Identify the...
    • Nicole Seaman
    • Thread
    • collateralization futures-contract futures-market hull margining-system over-the-counter-market spot-price
    • Replies: 0
    • Forum: FRM® Practice Questions
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