Implied dynamics of dividend futures

The objective of this project is to build mathematical models and tools to measure, monitor and analyze the risks of Dividend Futures and Dividend Futures portfolios.

This new asset class is characterized by extremely low liquidity, in particular for SSDFs and long maturities. Thus, it is not uncommon to observe that the settlement price of a listed SSDF remains unchanged for several trading days.

Research Paper (Fill in the form to download it)

Please fill the form below to get your copy

The information collected on this form is recorded in a computerized file by Melanion Capital to enable us to send you the latest information relating to the company. They are kept for a minimum period of 5 years and are intended for Melanion Capital.
In accordance with the law “Informatique et Libertés”, you can access data concerning you, rectify them, request their erasure or exercise your right to limit the processing of your data by contacting:

Stay informed

Sign up to our newsletter and receive regular updates about Bitcoin and how you can invest in it. 

Need more guidance and support? We’re here to help.
Book a one-on-one call with our experts

Continue reading