Arbitrage Using Futures Case Study
Order ID | 53563633773 |
Type | Essay |
Writer Level | Masters |
Style | APA |
Sources/References | 4 |
Language | English |
Description/Paper Instructions Arbitrage Using Futures Case Study Case 3 — Arbitrage Using Futures Use futures and spot relationship to find an arbitrage opportunity. F = S erTWe learned in the class that when future price is deviated from the price determined from the above formula, an arbitrage opportunity will arise. You will use this case to illustrate if you can find an arbitrage opportunity in a real world. You may define the parameters on your own or use the following assumption for the parameters: To find spot gold price, you may google “spot gold price” or use the most nearby month futures price as spot price. Your case report should include the following format: Introduction of the case study, explanation of any related theory, the data sources, analytical results, and conclusion. Assume you have $1,000,000 trading credit to conduct the arbitrage. Finally, include everything, such as Excel calculation, in a word document Website: |RUBRIC : Focus on the Following Instructions Case 3 — Arbitrage Using Futures Use futures and spot relationship to find an arbitrage opportunity. F = S erTWe learned in the class that when future price is deviated from the price determined from the above formula, an arbitrage opportunity will arise. You will use this case to illustrate if you can find an arbitrage opportunity in a real world. You may define the parameters on your own or use the following assumption for the parameters: To find spot gold price, you may google “spot gold price” or use the most nearby month futures price as spot price. Your case report should include the following format: Introduction of the case study, explanation of any related theory, the data sources, analytical results, and conclusion. Assume you have $1,000,000 trading credit to conduct the arbitrage. Finally, include everything, such as Excel calculation, in a word document Website: |
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