Does a forward contract on a stock index have the same delta as the corresponding futures contract?

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Does a forward contract on a stock index have the same delta as the corresponding futures contract? Explain your answer.

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 08:59 AM

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Does a forward contract on a stock index have the same delta as the corresponding futures contract?

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With our usual notation the value of a forward contract on the ass...View the full answer

Fundamentals of Futures and Options Markets

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