Forward Contracts: Pricing| Hedging| Arbitrage Strategies
Unlock the secrets of forward contracts and master risk management with advanced pricing and computation techniques
5.00 (2 reviews)
3,473
students
5 hours
content
Oct 2024
last update
$19.99
regular price
What you will learn
Foundational Knowledge of Forwards: Students will learn the fundamental principles of forward contracts, including their definition, uses.
They will also understand the risk profiles and payoff structures of forwards.
Interest Rates and Forward Contracts: The relationship between forwards and interest rates will be explored in detail.
Students will understand how interest rates impact forward pricing, as well as how to calculate forward rates using methods such as bootstrapping, compounding
Forward Price Determination: Students will learn how forward prices are determined, both with and without interim cash flows
Commodity and Foreign Exchange Forwards: The course covers the pricing and characteristics of commodity forwards, including the role of carrying costs, lease
Risk Management and Hedging Techniques: Students will learn advanced risk management techniques using forwards, including both on-balance sheet
Arbitrage Strategies: Cash-and-carry arbitrage, a key strategy for identifying and profiting from mispriced forward contracts, will be explained.
By the end of the course, students will be able to confidently apply forward contracts in real-world financial settings, using them for hedging and risk
5619116
udemy ID
10/20/2023
course created date
10/28/2023
course indexed date
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