Commodity cost of carry: Investment commodities (FRM T3-14)

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  • Опубликовано: 5 фев 2025

Комментарии • 3

  • @anindadatta164
    @anindadatta164 5 лет назад

    Can this model , where R is constant and future price is given by a line having constant upward slope, be straightway applied to a consumption commodity where cost of storage is much higher than convenience yield. Obviously, such a scenario may provide huge arbitrage opportunity between short future market and long spot market, so is unsustainable. Therefore, (r+c-y) is also a variable in such a scenario and the slope of the future curve should be continuously reducing. It will be highly appreciated if you can share a video showing calculation of function (r+c-y) in case of commodities having high storage cost.

  • @bakytzhanzhaparov1846
    @bakytzhanzhaparov1846 3 года назад

    Why you did not calculate CC equivalent of 1% dividend yield in the fifth example?

    • @bionicturtle
      @bionicturtle  2 года назад +1

      Because it's assumed (in the case) to be given as a 1.0% continuous yield, per my statement at ~16:12