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  2. Normal backwardation - Wikipedia

    en.wikipedia.org/wiki/Normal_backwardation

    Note that this graph does not show the forward curve (which plots against maturities on the horizontal). Normal backwardation, also sometimes called backwardation, is the market condition where the price of a commodity's forward or futures contract is trading below the expected spot price at contract maturity. [1]

  3. Contango - Wikipedia

    en.wikipedia.org/wiki/Contango

    It is often called 'normal backwardation' as the futures buyer is rewarded for risk he takes off the producer. If the spot price is lower than the futures price, the market is in contango". [3] A normal forward curve depicting the prices of multiple contracts, all for the same good, but of different maturities, slopes upward. For example, a ...

  4. Forward contract - Wikipedia

    en.wikipedia.org/wiki/Forward_contract

    This market situation, where () >, is referred to as normal backwardation. Forward/futures prices converge with the spot price at maturity, as can be seen from the previous relationships by letting T go to 0 (see also basis ); then normal backwardation implies that futures prices for a certain maturity are increasing over time.

  5. Futures contract - Wikipedia

    en.wikipedia.org/wiki/Futures_contract

    Markets are said to be normal when futures prices are above the current spot price and far-dated futures are priced above near-dated futures. The reverse, where the price of a commodity for future delivery is lower than the expected spot price is known as backwardation. Similarly, markets are said to be inverted when futures prices are below ...

  6. Talk:Normal backwardation - Wikipedia

    en.wikipedia.org/wiki/Talk:Normal_backwardation

    2 Normal backwardation same as ... 3 comments. 4 Precious metals are not good examples of backwardation. 3 comments. 5 Name of Article. 3 comments. 6 The Graph. 2 ...

  7. Monte Carlo methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_for...

    As required, Monte Carlo simulation can be used with any type of probability distribution, including changing distributions: the modeller is not limited to normal or log-normal returns; [10] see for example Datar–Mathews method for real option valuation.

  8. Short-rate model - Wikipedia

    en.wikipedia.org/wiki/Short-rate_model

    Tree returning the OAS (black vs red): the short rate is the top value; the development of the bond value shows pull-to-par clearly . A short-rate model, in the context of interest rate derivatives, is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate, usually written .

  9. File:Contangobackwardation.png - Wikipedia

    en.wikipedia.org/wiki/File:Contangobackwardation.png

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