• Equity Forward Pricing

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    equity forward, equity futures
    Permanent URL:
    http://dx.doi.org/10.17613/s6n1-mb32
    Abstract:
    An Equity Forward contract is an agreement between two counterparties to buy a specific number of equity stocks, stock index or basket at a given price (called strike price) at a given date. For any forward contract no cash changes hands until the maturity of the contract. Equity forward contracts are cash settled in most cases. At maturity, the two counterparties exchange a cashflow equivalent to the difference between the stock closing price and the strike price. Equity forward contract is traded over the counter (OTC) instead of exchange market.
    Metadata:
    xml
    Status:
    Published
    Last Updated:
    2 years ago
    License:
    All-Rights-Granted

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