THE MAIN PRICING MODELS OF THE FORWARD COMMITMENTS IN THE DERIVATIVES MARKET
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Abstract
The models of derivatives pricing, as well as the formation of forward prices in their relationship with the spot market were analyzed. The difference between price and value of the forward commitment at different time points is presented in the article. According to the results of the study, the factors, influencing the assessment of two enlarged groups of derivatives – forward commitments and contingent claims, were allocated.
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References
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