15.401 Finance Theory - MIT OpenCourseWare

Futures, forwards, options, and swaps Insurance Diversification Match duration of assets and liabilities ... you bought 10 December live-cattle contracts on the CME, at a price of $0.7455/lb ... Gasoline quotes on 2001.08.02: Spot price is 0.7760 Feb 02 futures price is 0.7330 ................
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