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Chapter 3

Basics of Derivatives: Forward and Futures

#Derivative#Forward Contract#Futures#Hedging#Counterparty Risk

Basics of Derivatives: Trading the Future

A derivative is a financial instrument whose value is “derived” from an underlying asset, such as a stock, bond, or commodity. They are the essential building blocks for risk management in modern financial engineering.

1. Why Use Derivatives?

Derivatives are primarily used for two purposes:

  • Hedging: Reducing or neutralizing risk (like an insurance policy).
  • Speculation: Betting on future price movements to gain profit.

2. Forward Contracts: A Simple Agreement

A forward contract is a customized agreement between two parties to buy or sell an asset at a specified price on a future date.

1
Agreement

Two parties agree on a price (Formula Price) for a future transaction.

2
Holding Period

The underlying asset price fluctuates in the market.

3
Maturity

The transaction is executed at the agreed price, regardless of the current market price.

4
Settlement

Profit or loss is realized based on the difference between the agreed and market prices.

3. Forwards vs. Futures

While a Forward is a private, customizable agreement, a Futures contract is standardized and traded on an exchange, which significantly reduces counterparty risk.


💡 Professor’s Tip

In a derivative contract, one person’s gain is exactly equal to another person’s loss. This is why we call the derivatives market a Zero-Sum Game in its purest form.

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