<?xml version="1.0" encoding="utf-8" standalone="yes"?>
<rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:content="http://purl.org/rss/1.0/modules/content/">
  <channel>
    <title>Price Discovery and Convergence of Cash and Futures Prices on the Expiry on Learn with Akhilesh Gururani</title>
    <link>/tags/price-discovery-and-convergence-of-cash-and-futures-prices-on-the-expiry/</link>
    <description>Recent content in Price Discovery and Convergence of Cash and Futures Prices on the Expiry on Learn with Akhilesh Gururani</description>
    <image>
      <title>Learn with Akhilesh Gururani</title>
      <url>/images/papermod-cover.png</url>
      <link>/images/papermod-cover.png</link>
    </image>
    <generator>Hugo -- 0.147.7</generator>
    <language>en</language>
    <copyright>2026 Learn with Akhilesh Gururani</copyright>
    <lastBuildDate>Wed, 22 Jul 2026 00:00:00 +0000</lastBuildDate>
    <atom:link href="/tags/price-discovery-and-convergence-of-cash-and-futures-prices-on-the-expiry/index.xml" rel="self" type="application/rss+xml" />
    <item>
      <title>Demystifying Index Futures Settlement for Your HNI Clients</title>
      <link>/posts/mf-sid-s15-8-q02-mechanism-of-cash-settlement-in-index-futures/</link>
      <pubDate>Wed, 22 Jul 2026 00:00:00 +0000</pubDate>
      <guid>/posts/mf-sid-s15-8-q02-mechanism-of-cash-settlement-in-index-futures/</guid>
      <description>Mechanism of cash settlement in index futures Companion read for Section 15.8 — Price discovery and convergence of cash and futures prices on the expiry.</description>
    </item>
    <item>
      <title>Managing Default Risk: The Role of Margins in Derivatives</title>
      <link>/posts/mf-sid-s15-8-q03-role-of-margin-in-managing-default-risk/</link>
      <pubDate>Wed, 22 Jul 2026 00:00:00 +0000</pubDate>
      <guid>/posts/mf-sid-s15-8-q03-role-of-margin-in-managing-default-risk/</guid>
      <description>Role of margin in managing default risk Companion read for Section 15.8 — Price discovery and convergence of cash and futures prices on the expiry.</description>
    </item>
    <item>
      <title>Moving Beyond Spot: Understanding Carry Costs in Futures Pricing</title>
      <link>/posts/mf-sid-s15-8-q01-impact-of-carry-costs-on-futures-pricing/</link>
      <pubDate>Wed, 22 Jul 2026 00:00:00 +0000</pubDate>
      <guid>/posts/mf-sid-s15-8-q01-impact-of-carry-costs-on-futures-pricing/</guid>
      <description>Impact of carry costs on futures pricing Companion read for Section 15.8 — Price discovery and convergence of cash and futures prices on the expiry.</description>
    </item>
  </channel>
</rss>
