- Tosomeextend,treasurybondfuturesistheinterestratefutures.Traderscantradeawaytheunderlyinginterestraterisksbyhedgingintheinterestratefuturesmarket....
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- 1、Anexchangewherecommodityfuturesand/orfuturesoptionsaretraded.2、Betaisusedtodeterminethenumberofcontractsrequiredtohedgewithstockindexfuturesorfuturesoptions.3、Recoveringofimpliedrisk-neutralprobabilitydistributionsofforeignexchangefuturesoptions...
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- Usually,futurespriceshavetendedtobebelowspotprices.Partofthereasonisthatfuturespriceshavemovedabovespot,orcurrent,prices.Unbiasedestimation,pricediscoveryandmarketefficiency:Relationshipbetweenfuturespricesandspotprices;True,theincreaseinfuturesprice...
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