| Type of underlying | Interest rate(CC) | Storage cost | Dividend | Lease(L)/ CY | Time to maturity | Forward price |
| Stock | 5% | – | – | – | 6M | |
| Commodity | 6.5% | – | – | – | 3M | |
| Stock | 7% | Y= 2% | 6M | |||
| Stock | 6% | A=$25 due in 3 months | 12M | |||
| Stock | 10% | A=$25 due in 6 months | 3M | |||
| Commodity | 3% | 3% | – | – | 3M | |
| Commodity | 5% | $100 paid in advance | 6M | |||
| Commodity | 6% | $50 paid at the end of contract | CY=1% | 6M | ||
| Commodity | 2% | $50 paid at the end of 3 months | CY = 2% | 6M | ||
| Commodity | 4% | $10 Paid every month (at the start of the month) | 6M | |||
| Commodity | 2.5% | $10 paid every month (at the end of month) | 6M | |||
| Commodity | 6% | L=3% | ||||
| Commodity | 1% | $20 paid in advance | CY = 5% |
Note: CC = Continuously compounded. CY = Convenience Yield, Y = Yield form, A = Amount, M = months.
Introduction (Relevant for FRM Exam) Every once in a while, a financial disaster unfolds that becomes a case study, providing
Margin Call (2011) Reason To recommend: Movie starts from the Risk management department of investment bank and revolves around forecast
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