Alex
2023-11-22 07:28At initation, 不就應(yīng)該是0嘛?感覺(jué)玩腦筋急轉(zhuǎn)彎?
所屬:CFA Level I > Derivatives 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Evian, CFA助教
2023-11-23 09:17
該回答已被題主采納
ヾ(?°?°?)??你好同學(xué),
At initiation, the price of a forward contract on that asset is higher than its value.
因?yàn)閒orward price>0, value of forward=0,于是forward price>the value of forward
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