insight2 Member Messages 75 Likes 3 Jun 4, 2007 #1 I would like to calculate something like future contract premium over the cash index for the DAX and DJ STOXX 50. Questions is where do I get the interest rate? I guess it must be some interest rate related either to Germany or Euro. cheers, dejan
I would like to calculate something like future contract premium over the cash index for the DAX and DJ STOXX 50. Questions is where do I get the interest rate? I guess it must be some interest rate related either to Germany or Euro. cheers, dejan
F fuzeta Newbie Messages 1 Likes 0 May 27, 2008 #2 do you wat to calculate the futur fair value for a given cash indexspot price?
A apcorona Junior member Messages 32 Likes 0 Feb 20, 2009 #3 even i want to know how can one calculate the PREM for European Indices, like DAX, CAC and Eurostoxx.
even i want to know how can one calculate the PREM for European Indices, like DAX, CAC and Eurostoxx.
