張同學(xué)
2018-10-30 17:45Standard arbitrage arguments imply that the futures contract price should equal the cost of buying the bond today and financing it to the futures delivery date less the yield earned before delivery. (Institute 137) Institute, CFA. 2019 CFA Program Curriculum Level III Volume 4. CFA Institute, 5/2018. VitalBook file. 老師您好! reading24中關(guān)于carry trade 這段話怎么理解?能否麻煩用算式演示一下? 感謝!
所屬:CFA Level III 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Sherry Xie助教
2018-11-01 12:29
該回答已被題主采納
同學(xué)你好,就是Foward price= underlying asset price+ cost - benefit, 一級和二級衍生品學(xué)過的
