Timeline for calculation of theoretical value of futures contract
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 21, 2020 at 11:17 | comment | added | 1190 | Please can you show a little bit more details? | |
| May 21, 2020 at 8:55 | comment | added | 1190 | n fact, I cannot adjust how to insert dividend payments into formula and adjust time(dates) @marain | |
| May 20, 2020 at 23:31 | comment | added | 1190 | Hi, thanks for helping. I understand which formula that I use. That's, $$Futures Price = 267 + 103(1+0.0042)^{3/12} + 56(1+0.042)^{3/12} - (13 +13 + 1.3)$$ When I insert the values in the given formula, is this true? | |
| May 20, 2020 at 23:10 | history | answered | marain | CC BY-SA 4.0 |