1. How to calculate a forward-starting swap with forward equations?

  2. how to simulate FX forwards
  3. Different versions of Put-Call Parity

  4. Formula for forward price of bond
  5. Implied term structure from risky discount curve: does it make sense?

  6. why do forward contracts have varying sensitivity to yield, but futures contracts do not?

  7. Mark to market forward contract
  8. Modelling roll-over and roll yield in a forward strategy
  9. Confusion in forward contract pricing on a stock using the binomial model

  10. Nature of short VIX strategies
  11. Spot-Forward Relationship - Proof

  12. Properly interpreting LIBOR curves?
  13. Long term equity repo

  14. AUD Forward Rate Agreement and Forward Curve Bootstrapping
  15. What is the optimum hedge ratio when trying to hedge one underlying security with another which is similar in natural?

  16. What is the dollar zero rate and the foreign zero rate?

  17. Role of next month's dividends in forward pricing

  18. Falling Futures prices positively correlated with interest rates

  19. How to regard foreign currency forward as foreign and domestic bonds on VaR

  20. "Forward price of bond" VS "Price of a bond with a future settlement date"

  21. How to calculate the yield of a forward bond price from the zero curve

  22. How to compute the forward price using a replicating portfolio?
  23. Forward Price by Cost of Carry Proof
  24. Relationship between forward and option prices
  25. Price series for an FX forward contract
  26. Dividend yield for an index

  27. Decreasing Forward FX rate curve
  28. Bond ETF Options and Forwards

  29. Compare the payoff of two investment with same initial capital
  30. Forward price and dividend tax
  31. Gross total return index and forward price

  32. Traders view on hedging of FX Futures with FX Forward
  33. Some questions on (re-)pricing a forward

  34. Is it possible to hedge Spread Risk on a Forward Swap?
  35. Up-front settlement of forward contract
  36. How to calculate the CVA of a forward contract?

  37. FX Option pricing on Forward vs. Spot

  38. Why a Target Redemption Forward cannot be used as hedging instrument?

  39. Integrating Interest and Dividend Functions
  40. VAR FPCA analysis paper replication

  41. Stochastic Interest rate spot forward relationship

  42. Volatility and Counterparty risk for FX Forward

  43. Are futures/forward contracts tradable in the middle of its life? If yes, how?

  44. T-Forward measure

  45. Convexity Adjustment for Futures
  46. Deriving Cox, Ingersoll and Ross expression for the relationship between forwards and futures, how do they conclude a specific step?

  47. Calculate theoretical forward price of a stock
  48. The effects of “cost of carry” and “convenience yield” in pricing futures and forwards

  49. FX forward curve building

  50. Price a forward contract on a zero-coupon bond

  51. Forward price - T-forward martingale

  52. Why is the statement "the volatility of a $T - t$-month prepaid forward on asset X is $\sigma$" the same as "the volatility of asset X is $\sigma$"?
  53. Trading physical gold vs XAU
  54. VaR mapping - Forward Foreign Currency Contract

  55. Characteristic functions for options on futures
  56. References on Pricing commodity forwards

  57. How to price a forward struck contract today by changing from a $T>T'$ forward measure to $T'$ forward measure at time $t<T'<T$?
  58. A proof that the final payoff on a futures contract is twice that on a forward contract
  59. What is the filtration described?
  60. Zero-coupon Loan Investment

  61. Simple value of a Forward contract at an intermediate time question

  62. Zero Coupon Bond Forward Price

  63. Monte Carlo Simulation and forward curves

  64. optimize gas storage schedule based on forward prices
  65. Computing Correlation between Forward Rates

  66. FX Forward pricing with correlation between FX and Zero-Cupon

  67. Calculating fra rates
  68. How to calculate this swap rate

  69. Cross Currency Swap pricing
  70. How does this statement about the price of a prepaid forward on a stock follow?
  71. Pricing a physical commodity forward contract
  72. Construct option and stock portfolio

  73. Faster way to backtest/Walkforward

  74. Prove arbitrage opportunity
  75. How to derive Black's formula for the valuation of an option on a future?

  76. the difference between forward price and future price

  77. Is an FX forward with delayed settlement still a derivative?
  78. Delta of a Commodity Future

  79. Derivatives (Forex Forward)

  80. Why is the forward rate used for the underlying in Black's model?

  81. Pricing Forward Start Option with PDE

  82. How to Calculate Return Option with Forward Measure
  83. Finding circumstances for price of call = price of put

  84. Why is the forward price set to make the value of the forward contract to 0 when it is signed?

  85. Why does increased stock borrow costs decrease a stock's forward price?

  86. Why AREN'T forward rates what the market expects of the spot rates?

  87. Why is the spot price not used as the forward price when a forward contract is created?

  88. Future spot price versus current forward price
  89. Forward parity in fixed income
  90. Forward Curves and Par Yield Curves

  91. How should I use central banks rates in order to compute 2-day forward exchange rate on EURUSD

  92. forward option, stochastic calculus

  93. Does a forward price have a drift component in any measure?

  94. Forward Credit Spreads
  95. forward curve and cap/floors in nowadays environment

  96. Differential equation involving bond price and forward rate
  97. How can an FRA create arbitrage opportunities?
  98. BlackProcess' constructor $x_{0}$ argument in QuantLib

  99. Replicate by Arbitrage price of a forward

  100. Bond Interest Rate Swap Growth Rate