Analyst Dojo

Learning Module 6 of Derivatives 5–8% of the exam

Pricing and Valuation of Futures Contracts

6 lessons. About 0 minutes in cram mode, 0 minutes in full.

Lessons for this module are being written. The outcomes and lesson plan below are final.

Lessons

  1. 1
    Pricing of Futures Contracts at Inception

    Coming soon

  2. 2
    MTM Valuation: Forwards versus Futures

    Coming soon

  3. 3
    Interest Rate Futures versus Forward Contracts

    Coming soon

  4. 4
    Forward and Futures Price Differences

    Coming soon

  5. 5
    Interest Rate Forward and Futures Price Differences

    Coming soon

  6. 6
    Effect of Central Clearing of OTC Derivatives

    Coming soon

What the exam expects you to do

  1. Compare the value and price of forward and futures contracts.
  2. Explain why forward and futures prices differ.