hull-ch5-23

  1. G

    HULL Ch 5 Practice Question 5.23

    Hi, In Reference to FIN_PRODS_HULL_CH5_Determination_Of_Forward_and_Futures_Prices_Practice_Question_5.23 :- I have the following Practice Questions Hull 5.23:- 1) It states that Ft = St * e ^ (R- Rf ) (T-t) Isn't Ft = S0 * e ^ (R- Rf ) (T-t) ......? If we were to expressFt in terms of St...
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