assumptions in determination of Forward and Futures Prices

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assumptions in determination of Forward and Futures Prices

Postby khashayar » Fri May 29, 2015 8:48 am

assumptions in determination of Forward and Futures Prices as:
1. The market participants can borrow money at the same risk-free rate of interest as they can lend money.
2.The market participants are subject to no transaction costs when they trade.
3. The market participants are subject to the same tax rate on all net trading profits.
4. The market participants take advantage of arbitrage opportunities as they occur.
when don't consider those assumption what occur in modles?
I want find only one those assumptions not consider what occur in modle.
thnaks
khashayar
 
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