
Hedging with Forwards and Futures
Conroy, Robert M.
Technical Note
Hedging with Forwards and Futures
F-1428 | Published October 21, 2007 | 16 pages. Technical Note
Collection: Darden School of Business
Product Details
This technical note expands on the previous note, "Forwards and Futures" (UVA-F-1427), which introduced the basics of forward and futures contracts. It begins with examples where the hedging was one-for-one and the maturity of the futures contract exactly matched the timing of the transaction. Often times the hedging approach is not as clear as it is in those examples. This note covers hedging and more complex examples.
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