Current location - Trademark Inquiry Complete Network - Futures platform - It is known that the current price of index futures is 2700 dividends, 4% risk-free rate of return, and 5% is a reasonable price after one month. How to calculate? What is the formula?
It is known that the current price of index futures is 2700 dividends, 4% risk-free rate of return, and 5% is a reasonable price after one month. How to calculate? What is the formula?
2700*e^(0.05-0.04)* 1/ 12=2702.25

Formula: FT = ST * E (R-Q) * (T-T); Ft- futures price; ST- the present value of futures; R-risk-free interest rate; Q- dividend; (t-t)- from time t to time t.

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