Hi All,
I would like know how to calculate the closing price of a futures contract using basis risk.
I have not been able to understand how to calculate the closing futures price ( if not given in question) to figure out the profit or loss on the futures hedge.
Would appreciate any help on this matter.
Thanks!
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Basis Risk for Futures
7y ago#1This is all explained in detail, with examples, in my free lectures on foreign exchange risk management and on interest rate risk management.
You cannot expect me to type out all my lectures here :-)
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