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1

Like Chris said you should probably check out the John Hull book, that explains these concepts very well in the early chapters (Ch 4 and 5 of the 10th Ed.). According to John Hull (he uses continuously compounded rates), the price of a forward should be: $$F_0 = (S_0+U)e^{rT}$$ where $U$ is the present value of all storage costs. The rational being: the ...

3

That is not the traditional representation of VaR. Normally, a VaR measure reflects the current risk exposure of the portfolio and measures its loss based on market movements, i.e. via an instantaneous shock to those positions, whether those market movements are supposed to reflect 1-day, 5-day, 50-day or 1-year, for example. Generally VaR does not account ...

2

Depends on how accurate you need your analysis. And do you want the Spot price or the Forward price? You seem to be using put call parity to solve for the underlying: $$c + Xe^{-rT} = S + p$$ and so: $$S = (c-p) + Xe^{-rT}$$ You can find the market implied price of the underlying through a regression (for a given maturity), because: (c-p) = S - Xe^{...

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