Hey all,
I am a computer science university student and for my project I need a pricing formula to price a commodity futures contract.
I already have the cost-of-carry pricing model and a technical model (which predicts a price based on previous prices linearly).
I have only studied futures for two weeks so I am a newbie.
I was wondering if anybody could tell me any more formulas that I could use to predict the end price.
Any help would be greately appreciated!
Thank you in advance,
Carlos
PS Please excuse me if this is posted in the wrong forum
I am a computer science university student and for my project I need a pricing formula to price a commodity futures contract.
I already have the cost-of-carry pricing model and a technical model (which predicts a price based on previous prices linearly).
I have only studied futures for two weeks so I am a newbie.
I was wondering if anybody could tell me any more formulas that I could use to predict the end price.
Any help would be greately appreciated!
Thank you in advance,
Carlos
PS Please excuse me if this is posted in the wrong forum