The Derivatives-on-Line Pages

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Maintained by Kyriakos Chourdakis, QM University of London. Comments, etc. are very welcome. You can reach me here.

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MMA: A simulation example of the basis, the basis risk and the mark-to-market procedure

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next up previous contents
Next: Futures and Forwards Up: Hedging with Futures Previous: Rolling the hedge   Contents
Kyriakos 2003-03-17