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The CME E-MINI S%P December 2021 futures closed at 3845.50, the interest rate is 0.05%, and the S&P500 index closed at 3875.13. What would be
The CME E-MINI S%P December 2021 futures closed at 3845.50, the interest rate is 0.05%, and the S&P500 index closed at 3875.13. What would be the implied dividend yield of the S&P500?
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Quantitative Trading
Authors: Ernest P. Chan
2nd Edition
1119800064, 978-1119800064
