Hedging with Forwards and Futures

This technical note expands on the previous note, "Forwards and Futures" (UVA-F-1427), which introduced the basics of forward and futures contracts. It begins with examples where the hedging was one-for-one and the maturity of the futures contract exactly matched the timing of the transaction. Often times the hedging approach is not as clear as it is in those examples. This note covers hedging and more complex examples

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Year of publication:	2010
Authors:	Conroy, Robert M.
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Hedging \| Theorie \| Theory \| Derivat \| Derivative \| Futures \| Warenbörse \| Commodity exchange \| Rohstoffderivat \| Commodity derivative

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Extent:	1 Online-Ressource (18 p)
Series:	Darden Case ; No. UVA-F-1428
Type of publication:	Book / Working Paper
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013145265