Any good reference on pricing simple forward contracts with source code? Thanks

  • $\begingroup$ How does this differ from you own question quant.stackexchange.com/questions/30859/… where you provide a formula and reference German's book? $\endgroup$ – LocalVolatility Nov 28 '16 at 23:51
  • $\begingroup$ @noob2: Thanks - copy/paste error. $\endgroup$ – LocalVolatility Nov 28 '16 at 23:56
  • $\begingroup$ Also it might help if you gave a hint what commodity (or commodities) you are concerned with. Energy, metals, ... . What issues require going beyond the simple formula that you gave previously. $\endgroup$ – noob2 Nov 29 '16 at 1:18
  • $\begingroup$ @noob2 Thanks mate. I'm looking to price any LME forward. I would appreciate any hints or recommendations. Thanks $\endgroup$ – ZeroCool Nov 29 '16 at 11:33

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