treasury bond futures

  1. J

    Determining the theoretical Future Price

    Hi David, Long time no see! How are you doing! I have a question about this topic, which is in Hull's Chapter 6.2, Edition 7, and also a topic in FRM part1. In Hull's book, first, he calculated the dirty price by adding quoted bond price and accrued interest rate. Then, using F0=(S0-I)e^rT...
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