Concepedia

Forward Contract Valuation

Forward Contract Valuation is the financial method used to determine the fair value of a forward contract by calculating the present value of the expected future payoff based on the underlying asset's spot price, the agreed delivery price, the risk-free rate, and the time to maturity.

27

Publications

1K

Citations

63

Authors

35

Institutions

Publications per year

2017–2026

0

Parents

Publications

27

Forward contracts and futures contracts

Robert A. Jarrow, George S. Oldfield · Journal of Financial Economics · 1981 · 235 citations

, , +10

Organized Futures Markets: Costs and Benefits

Lester G. Telser, Harlow N. Higinbotham · Journal of Political Economy · 1977 · 165 citations

, , +17

Over-the-counter forward contracts and spot price volatility in shipping

Manolis G. Kavussanos, Ilias D. Visvikis, Roy Batchelor · Transportation Research Part E Logistics and Transportation Review · 2003 · 83 citations

, , +9

Risk-constrained optimal strategy for retailer forward contract portfolio

Abdollah Ahmadi, Mansour Charwand, Jamshid Aghaei · International Journal of Electrical Power & Energy Systems · 2013 · 69 citations

, , +13

Equity risk premia and the pricing of foreign exchange risk

Robert A. Korajczyk, Claude J. Viallet · Journal of International Economics · 1992 · 68 citations

, , +17

1–5 of 27

Authors

63

  1. RA
    Robert A. Korajczyk

    Northwestern University, United States

    2 publications · 80 citations

    2

    h-index

  2. CJ
    Claude J. Viallet

    INSEAD, France

    2 publications · 80 citations

    2

    h-index

  3. AA
    Abdollah Ahmadi

    UNSW Sydney, Australia

    1 publications · 69 citations

    1

    h-index

  4. SL
    Simone Ligato

    1 publications · 11 citations

    1

    h-index

  5. KC
    Kevin C. Dhuyvetter

    Kansas State University, United States

    1 publications · 12 citations

    1

    h-index

1–5 of 63

Institutions

35

  1. City, University of London

    London, United Kingdom

    2 h-index

    2 publications

    101 citations

  2. Iran University of Science and Technology

    Tehran, Iran

    1 h-index

    1 publications

    69 citations

  3. Polish Academy of Sciences

    Warsaw, Poland

    1 h-index

    1 publications

    17 citations

  4. University of Piraeus

    Piraeus, Greece

    1 h-index

    1 publications

    83 citations

  5. University of Southern California

    Los Angeles, United States

    1 h-index

    1 publications

    20 citations

  6. University of Cambridge

    Cambridge, United Kingdom

    1 h-index

    1 publications

    20 citations

  7. Oklahoma State University

    Stillwater, United States

    1 h-index

    3 publications

    105 citations

  8. Shiraz University of Technology

    Shiraz, Iran

    1 h-index

    1 publications

    69 citations

1–8 of 35

Venues

  1. Journal of Financial and Quantitative Analysis

    JFQA · 2 publications · 45 citations

    2

    h-index

  2. SSRN Electronic Journal

    Repository · 2 publications · 42 citations

    2

    h-index

  3. Decision Analysis

    1 publications · 16 citations

    1

    h-index

  4. The Journal of Finance

    1 publications · 17 citations

    1

    h-index

  5. Asian Social Science

    1 publications · 12 citations

    1

    h-index

1–5