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Equity Forward with Special Features

Name: Equity Forward with Special Features
Creator: Lee, David
Keywords: Equity Forward with Special Features

descriptionPublicationkeyboard_double_arrow_right Article 11 Jan 2023 English Publisher:Zenodo

Authors: Lee, David;

doi: 10.5281/zenodo.7526565 , 10.5281/zenodo.7526566

Equity Forward with Special Features

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Abstract

Two new features are added in the equity forward pricing model. One feature is settle date lag, which is introduced to match market conventions as forward contracts are sometimes settled with a delay. The other feature is dividend percentage, which allows the model user to use part of the real dividend for calculation.

https://ia601507.us.archive.org/27/items/cadBondCurve/cadBondCurve.pdf

Keywords

Equity Forward with Special Features

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	citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	0
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