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The current level of the S&P 500 is 1,500. The dividend yield on the S&P 500 is 3.5%. The risk-free interest rate is 1.5%. What
The current level of the S&P 500 is 1,500. The dividend yield on the S&P 500 is 3.5%. The risk-free interest rate is 1.5%. What should a futures contract with a one-year maturity be selling for?
Futures price $_____
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Handbook Of Heavy Tailed Distributions In Finance
Authors: S.T Rachev
1st Edition
0444508961, 9780444508966
