Research in Banking and Finance, Vol. 3 (Research in Banking and Finance)
Contributors: I. Hasan (Editor); W.C. Hunter (Editor)
Publisher: JAI Press
Published: April 1, 2003
Language: eng
Format: Hardcover
Number of pages: 446
ISBN-13: 9780762310197
Subjects: Banking; Investment & securities; Finance; Business & Economics; Business / Economics / Finance; Business/Economics; Accounting - General; Banks & Banking; Business & Economics / Banks & Banking
First sentence: The most popular model for the pricing of futures contracts is the cost-of-carry model, according to which the futures price should equal its "fair" value.