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I wouldn't say that there is a single industry standard. Also, I'm not sure you should try expressing all risks in a single number, or at least be aware of it's deficiencies. If you're interested in VaR, you could consider doing historical VaR for example (be sure to correct for seasonality effects and the curve rolling down with the passage of time). One ...


To avoid confusion (the term futures price could be a type for "future price" or "future's price"), it seems to me that you are talking about the forward price of an asset for which the cost of carry is equal to the interest rate. In that case, indeed, with a fixed interest rate r and an spot S, the forward price F for a time T is given by $F=Se^{r(T-t)}$. ...

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