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FRM: Determination of Forward & Futures Prices Part I (of 2)

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This series of video covers the following key areas:
-Investment and consumption assets
-Short-selling and calculate the net profit of a short sale of a dividend-paying stock
-Forward and futures contracts and relationship between forward and spot prices
-The forward price given the underlying asset's spot price, and arbitrage argument between spot and forward prices.
-The relationship between forward and futures prices
-Forward foreign exchange rate using the interest rate parity relationship
-Income, storage costs, and convenience yield
-The futures price on commodities incorporating income/storage costs and/or convenience yields
-Using the cost-of-carry model, forward prices where the underlying asset either does or does not have interim cash flows
We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live FRM Classes in Pune (India).
#FRM #CFA #FinTree

Опубликовано:

6 сен 2024

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Комментарии : 17

@mrsmith9079 7 лет назад

Fantastic video, very well explained. After 30 minutes I knew what 3 days hadn't done for me.

@hiteshlingwal 4 года назад

You are the man great explanation of concept

@divinelife2809 6 месяцев назад

Why did we take 365 days instead of 360 days while calculating Forward price with known div yield at cont. compounding? In the previous examples and videos, we had taken 360 day convention.

@victorsardon3521 2 месяца назад

This was 8 years ago. Watch his new videos on pricing and valuation of forwards/futures. Many examples use actual/actual convention.

@ingridsolheim4843 2 года назад

What sould we have done in this case of a loss, to undertake and make a profit? At t=0, t

@aarthiiyer4611 7 лет назад

Thank you so much for such a clear explanation but I have a question should we not divide r ( RFR) to be applicable for the corresponding period, as I believe they are annualized rates ?.

@geetasgang 7 лет назад

very nice video I m not commerce person but I have finance . it was very difficult to understand . but after watching your videos I m feeling it's very easy.

@kkhullar68 7 лет назад

can you do a commodity specific lesson? eg canola, wheat etc please

@Dev-dt7pi 2 года назад

where is part 2?

@anupbanait3778 8 лет назад

Can we have long & short position on one stock only rather two different stocks becasue in example you shows there are long and short position for two diffrent stocks.... ?

@aliasgarzulfikar4786 6 лет назад

No you can't have long and short position for the same stock because it will automatically get squared off or in other words get cancelled out

@victorsardon3521 2 месяца назад

Not in forwards/futures. But in the US spot market you can. It's called a short sell against the box. When you already hold a stock and want to go short that same stock but don't want to close out your long position. So the system will let you go long XYZ shares and short XYZ shares at the same time.