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How many thousands equal a million?
One million is equal to 1000 thousands.
What the derivetive of x2?
Any monomial in the format: axn has a derivative equal to: nax(n - 1) In this case, "a" is equal to 1 and "n" is equal to 2. So the derivative of x2 is equal to 2x.
What is C Cx plus 2y x plus y greater or equal to 8 x greater or equal to 3 y greater or equal to 0?
what is c, x + 2y, x+y equal to or greater than 8, x equal to or greater than 3, y equal to or greater than 0.
10 million equal to what?
It is equal to 10 million: not more, not less.
What do all the fractinos equal?
Different fractions are equal to different values.
Conditions under which forward and futures prices would be equal?
Different price of futures and forward which are identical (similar underlying assets) is because of the daily settlement on the futures contract. the price for both contract will be the same before the daily settlement.
Futures and spot prices are parallel?
A futures contract is a exchange traded device where someone can speculate on or hedge price risk regarding a specific commodity, bond market or stock index asset. The contract is a binding agreement of delivery of an asset at a predetermined time in the future. At first futures prices vs. the current price of the underlying asset they represent are not the same due to the time value of future money, market forecast opinion, news, etc. But as the futures contract comes to it's time conclusion it's price starts to closely track the spot or actual cash market price of the asset. In the end they are both at parity as the futures contract ends at the delivery date and thus is then equal to the then current cash market price of the underlying asset.
How many E-Minis equal one Futures contract?
Here is a free platform for trading E-Mini. http://ampfutures.com/justin.php
Is the meaning of backwardation and contango used in finance textbooks the same as the colloquial meaning used by Wall Street?
In short, whether we have Backwardation or Contango depends on how the expected forward spot prices are quantified and how the related commodity strips behave. Contango and Backwardation in Common Usage Investment professionals on financial TV channels and in newspapers colloquially refer to upward trends in futures prices as contango and downwards trends in futures prices as backwardation. Contango and Backwardation in Economic TheoryIn economic theory regarding Backwardation and Contango, associated with John Maynard Keyns and John Hicks, for Contango to exist, expected spot prices (someday in the future) have to be lower than current futures prices for the same future moments, and reverse has to apply for Backwardation. Thus whether we have a contango or bacwardation depends on an arbitrary forward estimate of spot prices. For example, if we estimate that today's spot price, price at which a physical commodity is trading today, is an expected spot price someday in the future, and we see an upward trend in a commodity strip (series of future contracts prices), we see a contango. On the other hand, if the futures prices in a commodity strip trending upwards are considered unbiased estimates of the expected future spot prices, meaning they are equal, there is no Contango or Backwardation to speak of. By the way, upward trend of estimates may be a result of storage expenses.
Does real cost of hedging payable with forward contract equal to nominal cost of hedging minus nominal cost of not hedging?
yes
What is backwardation in commodity markets?
In short, whether we have Backwardation or Contango depends on how the expected future spot prices are quantified and how the related commodity strips behave. Contango and Backwardation in Common Usage Investment professionals on financial TV channels and in newspapers colloquially refer to upward trends in futures prices as contango and downward trends in futures prices as backwardation. Contango and Backwardation in Economic TheoryIn economic theory regarding Backwardation and Contango, associated with John Maynard Keyns and John Hicks, for Contango to exist, expected spot prices (someday in the future) have to be lower than current futures prices for the same future moments, and reverse has to apply for Backwardation. Thus whether we have a contango or bacwardation depends on an arbitrary forward estimate of spot prices. For example, if we estimate that today's spot price, price at which a physical commodity is trading today, is an expected spot price someday in the future, and we see an upward trend in a commodity strip (series of future contracts prices), we see a contango. On the other hand, if the futures prices in a commodity strip trending upwards are considered unbiased estimates of the expected future spot prices, meaning they are equal, there is no Contango or Backwardation to speak of. By the way, upward trend of estimates may be a result of storage expenses.
What is contango in commodity markets?
In short, whether we have Backwardation or Contango depends on how the expected future spot prices are quantified and how the related commodity strips behave. Contango and Backwardation in Common Usage Investment professionals on financial TV channels and in newspapers colloquially refer to upward trends in futures prices as contango and downward trends in futures prices as backwardation. Contango and Backwardation in Economic TheoryIn economic theory regarding Backwardation and Contango, associated with John Maynard Keyns and John Hicks, for Contango to exist, expected spot prices (someday in the future) have to be lower than current futures prices for the same future moments, and reverse has to apply for Backwardation. Thus whether we have a contango or bacwardation depends on an arbitrary forward estimate of spot prices. For example, if we estimate that today's spot price, price at which a physical commodity is trading today, is an expected spot price someday in the future, and we see an upward trend in a commodity strip (series of future contracts prices), we see a contango. On the other hand, if the futures prices in a commodity strip trending upwards are considered unbiased estimates of the expected future spot prices, meaning they are equal, there is no Contango or Backwardation to speak of. By the way, upward trend of estimates may be a result of storage expenses.
Options and futures are zero sum game?
Each futures or options contract requires two counterparties to the trade: long and short. In other words, for futures contracts to materialise, there needs to be one buyer matched with one seller at a specific point in time, dealing in certain asset, at a certain delivery point. For options, a writer has to sell their contract onto a holder, who purchases the option. Again, the deliverable is specified and strike price established. Futures and options contracts are dealt daily on exchanges, such as CME or Euronext. These exchanges provide rules for trading the derivatives, such as options and futures. Moreover, these exchanges act as central counterparty to the trade between buyer and seller, long and short in futures or writers and holders for options. Futures contracts are marked-to-market daily, so that profit and loss on each position is calculated and added or removed from the trader's account. Therefore, one point gain on long position will equal one point loss on equivalent short position. The short pays long the daily difference in contract price changes via central counterparty. Reverse applies when prices go down, then short gains money and long loses it, but the difference will always be zero. So zero-sum game is: +1 gain on long equals -1 loss short which = 0
What happens if the forward and reverse reactions are equal?
Equilibrium.
What characterizes a reaction at equilibrium?
The forward and backward reactions are equal.
What is the state in which the rate of dissolving is equal to the rate of precipitation?
It is called equilibrium, which is where forward and reverse rates of reaction are equal.
What is a following characterizes a reaction at equilibrium?
The forward and backward reactions are equal.
