Spot and Forward Prices
Posted: Wed Jul 30, 2008 8:16 am
Hi guys,
I'm seekeng for examples of models that put in relation the spot prices to the forward prices in the stock market. I'm thinking about using a structure similiar to those described in Prof. Sterman's Book, Ch 21 , where he describes the price discovery process for a commodity.
What I'm searching for are examples of factors that may influence the sport prices (or returns) . Maybe a structure similiar to speculative bubbles may help.
Please share ideas
I'm seekeng for examples of models that put in relation the spot prices to the forward prices in the stock market. I'm thinking about using a structure similiar to those described in Prof. Sterman's Book, Ch 21 , where he describes the price discovery process for a commodity.
What I'm searching for are examples of factors that may influence the sport prices (or returns) . Maybe a structure similiar to speculative bubbles may help.
Please share ideas