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Derivatives and Risk Management, 1st Edition
book

Derivatives and Risk Management, 1st Edition

by Sundaram Janakiramanan
May 2024
Intermediate to advanced content levelIntermediate to advanced
542 pages
27h 26m
English
Pearson India
Content preview from Derivatives and Risk Management, 1st Edition
Forward Contracts 71
In the 18 × 24 FRA, 24 × 30 FRA, and 30 × 36 FRA, the loan rate is lower than the AR and hence Bharat Alloys
will pay the settlement amount to the FRA dealer.
4.8 Non-deliverable Forwards
Forward contracts generally require delivery of assets in exchange for cash. For example, if you en-
ter into a gold forward contract to sell gold in three months, you need to deliver the gold in exchange
for cash. If you enter into a forward contract to sell U.S. dollars in 60 days, you need to deliver U.S. dol-
lars in exchange for Indian rupees. us, forward contracts require the delivery of assets in exchange for
cash. ...
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Publisher Resources

ISBN: 9781299447547Publisher Website