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Futures Curve Structure
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Fin 5209

Futures Curve Structure

Lecture Materials

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VBL
Dec 13, 2022
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To All:

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The agenda is as follows:

  1. Futures spreads and cost of carry

  2. Backwardation and Contango: silly names for serious finance

  3. Guest speaker Brynne Kelly

Brynne is a professional energy trader  and risk manager who handled daily …

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