Question
For the Nasdaq stock index futures traded on the CME, make a chart of the futures price as a function of maturity. Collect appropriate (or
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For the Nasdaq stock index futures traded on the CME, make a chart of the futures price as a function of maturity. Collect appropriate (or assume) interest rate data and determine the estimated dividend yield for the NASDAQ. How does it compare to the S&P and why do you think one might be higher or lower?
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Financial Crimes
Authors: Maximilian Edelbacher, Peter Kratcoski, Michael Theil
1st Edition
0367866528, 978-0367866525
