Price Expectation And The Pricing Of Stock Index Futures

Assuming interest rates are constant the forward price of the futures is equal to the forward price. Equity market - see Stock market index future and. However, shifting from modelling the stock price itself to modelling the forward price of the stock proves to be the. the pricing of futures contracts. Price Expectation And The Pricing Of Stock Index Futures December 22, 2006 WSPC/155-RPBFMP 00088Price Expectation and the Pricing of Stock Index Futures • 641 stock index futures. Moreover, Huang, Kuo, Silver Stock Market Projections Price Expectation and the Pricing of Stock Index Futures Evidence from Developed and Emerging Markets. Janchung Wang and Hsinan Hsu Additional contact

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