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We witnessed a historic event in the commodity market in April 2020. The oil futures price plunged into negative. There are many reasons behind
We witnessed a historic event in the commodity market in April 2020. The oil futures price plunged into negative. There are many reasons behind this puzzling phenomenon. Does our formula For=Soe(r-)T applicable to oil futures? If not, what are the other factors to consider when we price oil futures? Please give 2 factors apart from risk-free interest rate and current oil price, Time to Maturity
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Answer In summary while the formula for pricing futures contracts provides a foundational framework ...
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Basic Business Statistics Concepts And Applications
Authors: Mark L. Berenson, David M. Levine, Timothy C. Krehbiel
12th Edition
132168383, 978-0132168380
