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Tag: curves

ZEMA Curve Manager
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The ZEMA Solution

How Forward Curve Tools Manage Higher Volatility and Illiquid Markets

In many markets, information concerning forward prices is not available, making the direct modeling of forward curves a difficult task. With derivatives usually written on forward contracts and based on average prices of forward contracts, it is difficult to obtain analytical expressions for forward curves. Because of recent price volatility, organizations are increasingly looking to […]

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