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Futures and Normal backwardation/contango
I have a question which is a bit difficult to write down, but let's try: On the slides on futures one of the first ones says: F=E(S) Later when discussing normal backwardation/contango the conditions are F<E(S) and F>E(S) This does not rhyme with the starting condition that F=E(S) in...- Ened
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- Replies: 2
- Forum: About FRM®
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Eurodollar futures
Thanks for that! It remains a very difficult thing to grap for me...- Ened
- Post #3
- Forum: P2.T5. Market Risk (25%)
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Eurodollar futures
Who can help me with this? /what is the intuition and derivation behind the formula on page 52 (of 73) of Market Risk episode 4? Thanks!- Ened
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- Replies: 3
- Forum: P2.T5. Market Risk (25%)