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Calculator how to input?

Is that the keyword of foreign exchange means using the formula of continuous compounding?

Q5, if the question become put option, is it put price - exercise value= time value?

Q1, why need to write x as x/(1+rf)t -s when saying put max(0, x- s)?

How about short for lend? Can you give me an example to illustrate it?

第五題左邊黑筆的過程對嗎

Derivatives-L1V5-Module 5-Question 4-C選項所說的，first substitute the one-year rate (r1) into the two-year bond price equation to solve for the two-year spot or zero rate (z2), then set (1 + r1) × (1 + breakeven reinvestment rate) = (1 + z2)2 and solve for the breakeven reinvestment rate. 但是根據(jù)2023年版書P265-Example 7-已知條件第2點，z2是已知的，不用將“一年期利率(r1)代入兩年期債券價格方程求解兩年期現(xiàn)貨利率或零利率(z2)”，書上這道例題和這道題Question 4的C選項所陳述的不一致？如果，根據(jù)Question C選項所說的來算書上這道Example 7, 100*(1+z1)^2=100*(1+2.396%)^2=104.8494082，那么z2=4.849%, 而不是書上已知條件所說的two-year zero rate (z2)=3.4197%

反向合約是不是就是 在目前簽訂一份賣出原合約剩余義務的合約?。繛槭裁蠢蠋熍e的例子是明知道是虧損的情況下還要簽訂反向合約?。颗聦κ址讲唤邮苜u不出去嗎？

call option是看漲期權(quán)，put option看跌期權(quán)，long call&put option與short call&put option的理解還是會混淆，如何理解會更好》

Q50, Cash flow hedge 能解釋嗎？

老師,我感覺不是說買入一個long forward,當資產(chǎn)價格上漲時就一定獲利吧? 你至少要套利才可以說是獲利吧? 比如借錢買入股票,然后到期后無風險利率還,拿到股票上漲的錢,才可以獲利吧

Embedded derivatives含權(quán)的資產(chǎn),本質(zhì)也屬于期權(quán)對吧?

為什么遠期到期的價格等于K

老師，公式中的K為啥等于50呢

Q51, explain