A Survey on Physical Delivery Versus Cash Settlement in Futures Contracts

A Survey on Physical Delivery Versus Cash Settlement in Futures Contracts

A futures contract may adopt physical delivery or cash settlement to liquidate open positions after the maturity day. While traditionally physical delivery specification is favored, exchanges have recently turned to examine cash settlement possibilities. This paper summarizes current literature on s...

Full description

Saved in:
Bibliographic Details
Main Authors: LIEN, Donald, TSE, Yiu Kuen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2006
Subjects:
Futures contract
Physical delivery
Cash settlement
Market manipulation
Cash index construction
Finance
Online Access:https://ink.library.smu.edu.sg/soe_research/454
https://ink.library.smu.edu.sg/context/soe_research/article/1453/viewcontent/Survey_on_Physical_Delivery_Versus_Cash_Settlement_pp.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/454
https://ink.library.smu.edu.sg/context/soe_research/article/1453/viewcontent/Survey_on_Physical_Delivery_Versus_Cash_Settlement_pp.pdf

Similar Items