Futures and Forwards Pricing

Futures and Forwards Pricing

In this video on this series, Gontran explains the pricing of futures and forwards, the repo adjustment and finally finishes by introducing the ISDA master agreement.
Overview

In this video, Gontran explains the pricing of futures and forwards, the repo adjustment and introduces the ISDA master agreement.

Key learning objectives:

  • What are Forward contracts?

  • What is Repo?

  • What factors determine the fair value of an asset?

  • How is the Delta of forwards and futures expressed?

  • What is the ISDA master agreement?

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Summary
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Expert
Gontran de Quillacq

Gontran de Quillacq

Gontran de Quillacq has 25 years of experience in derivatives trading, portfolio management, proprietary trading, structured products and investment research. He has worked with top-tier banks and hedge funds in both London and New York.

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