DERIV - Pricing and Valuation of Futures Contracts

Jul 5, 2025 · 13 min · Season 7 · Episode 6 · 12.9 MB

0:00-13:19

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Derive fair-value futures prices at inception, then follow daily variation margin tosee how gains/losses crystallise. Compare futures with equivalent forwards, explorerate-futures versus FRAs, and note how central clearing reshapes counter-partyrisk.