This Maple document explores a range of topics on commodities futures trading, including:
- Introduction
- Term Structure: Backwardation and Contango
- Roll Overs: Term Structure and Tracking Error
- Options on Rolled Index-Future-Based Assets
- VaR and Expected Loss of Rolled Over Futures
- Arbitrages of Futures vs. Physicals and/or Spot Tracking Assets
This is part 27 of a 45-document course on Modeling Financial Markets.
