愛同學
2023-01-03 15:53老師請問settlement和valuation的區(qū)別是什么呢？
所屬：CFA Level II > Derivatives 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Evian, CFA助教
2023-01-04 18:48
該回答已被題主采納
ヾ(?°?°?)??你好同學，
想要了解區(qū)別（settlement一定有現金流或者實物交割，valuation是對合約價值的估計）需要回到兩個知識點的定義：
Settlement involves the payment of final amounts and/or delivery of securities or physical commodities between the counterparties based upon exchange rules.
結算：根據交易規(guī)則，交易對手之間會發(fā)生最終金額支付和（或者）證券、實物商品的交付。
Valuation of a derivative contract means determining the payoff of the contract to the long (or short) position at some time during the life of the contract.
衍生品合約的估值是指：在合約有效期內的某個時間，確定合約對long方（或short方）的回報。
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