Contango and Backwardation in Arbitrage-Free Futures-Markets

This paper gives a short recapitulation of the constraints for forward and futures prices under the condition that no risk-free profits can be achieved through arbitrage activities.

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Year of publication:	2022
Authors:	Rau-Bredow, Hans
Publisher:	Kiel, Hamburg : ZBW - Leibniz Information Centre for Economics
Subject:	Contango \| No-Arbitrage \| Backwardation \| Forwards and Futures

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Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	hdl:10419/249292 [Handle] RePEc:zbw:esprep:249292 [RePEc]
Classification:	G13 - Contingent Pricing; Futures Pricing
Source:	EconStor

Persistent link: https://www.econbiz.de/10012803562