Forward and Futures Markets: Pricing and Analysis

Obiyathulla Bacha and Pattarake Sarajoti

Chapter 3 in Financial Derivatives:Markets and Applications, 2023, pp 43-80 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This chapter is designed to provide an in-depth understanding of forward and futures contracts. The mechanics of trading these contracts, their pricing, and related issues are analyzed. The evolution from forwards to futures, the exchange trading of futures contracts, and the exchange’s risk management process through margins are examined. This chapter lays the foundation for the more complex contracts in the forthcoming chapters.

Keywords: Derivatives; Financial Derivatives; Derivative Markets; Forwards; Futures; Options; Shariah Compliant Derivatives; Islamic Derivatives (search for similar items in EconPapers)
JEL-codes: G1 G10 G11 (search for similar items in EconPapers)
Date: 2023
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