Prediction of Currency Pairs : Statistical relations between futures and forward contracts

Forecasting prices is a widely extended topic on the financial markets and is used by traders all over the world to make profitable trades. However, there exists a limited amount of research regarding the relation between the price movements of futures and forward contracts. In this thesis work that...

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Bibliographic Details
Main Authors: Aronsson, Anna, Kjellén, Elsa
Format: Others
Language:English
Published: Umeå universitet, Institutionen för matematik och matematisk statistik 2021
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-184812