Forum: Commodities
November 25th, 2013, 04:04 AM
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Replies: 11
Views: 12,981
For physical commodities the fair value is not...
For physical commodities the fair value is not always linked to the expected market prices, as the concept of fair value is based on arbitrage alone. Arbitrage may be impossible in some cases.
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Forum: Commodities
November 24th, 2013, 04:06 PM
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Replies: 11
Views: 12,981
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Forum: Commodities
November 24th, 2013, 11:47 AM
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Replies: 11
Views: 12,981
If you want to calculate the fair value for ES,...
If you want to calculate the fair value for ES, you would need to take into account 500 stock prices (to calculate the index value) and the current dividend expectations for all those stocks from now...
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Forum: Commodities
September 7th, 2011, 06:23 AM
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Replies: 11
Views: 12,981
The fair market value of a futures contract is...
The fair market value of a futures contract is the price at which an arbitrageur who buys (sells) the futures market and sells (buys) the spot market and holds both positions until the expiry of the...
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