Robyn
2023-03-21 23:20the contracts have six months left to expiration and have a price of JPY155這句話如何表達的時候,是用St-FP/(1+rf)^(T-t)這個公式呢
所屬:CFA Level II > Derivatives 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Evian, CFA助教
2023-03-22 18:31
該回答已被題主采納
ヾ(?°?°?)??你好同學,
Now, the underlying of the contracts have six months left to expiration has a price of JPY155.
St=155
V=155-153/(1+0.12%x6/12)
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