# Agreement Future Date

In other words, the investor is aiming for a commitment to the asset in a long-term contract or the opposite effect through a short-term contract. If the available product is not abundant (or if it does not yet exist), it is not possible to apply reasonable pricing, as the arbitration mechanism is not applicable. Here, the price of futures is determined by the current supply and demand for the underlying in the future. While futures and futures are both for providing an asset at a future time at a pre-agreed price, they differ in two ways: here are some tips to make sure you get the desired start date: arbitrage arguments (“rational pricing”) if the deliverable asset is abundant or can be created freely. In this case, the forward price represents the expected future value of the underlying, which is discounted at the risk-free interest rate – since any deviation from the theoretical price offers investors a chance to win without risk and should be discarded. We define the futures price as Den Strike K, so the contract has a value of 0 at this point. Assuming that interest rates are constant, the futures price of futures contracts corresponds to the futures price of the futures contract with the same exercise and the same term. The same applies if the underlying asset is not correlated with interest rates. .

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