Ignoring credit risk, if interest rates are constant and equal to zero, do forward prices equal futures

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Ignoring credit risk, if interest rates are constant and equal to zero, do forward prices equal futures prices? Why?

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 03:14 AM

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Ignoring credit risk, if interest rates are constant and equal to zero, do forward prices equal futures

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If interest rates are constant equal to zero and theres no credit risk in the trade then forward and ...View the full answer

An Introduction to Derivative Securities Financial Markets and Risk Management

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