摘要
为了让学生和操作人员比较全面地理解并掌握远期合约的定价理论,笔者结合多年来的教学实践,从五种不同角度探讨和解释远期价格和现货价格所满足的无套利关系式,并推出远期合约的价值公式。
To allow students and operators more comprehensive understanding and master forward contract pricing theory,combined with years of teaching experience, from five different perspectives and interpretations of the forward price and the spot price to meet the no-arbitrage relationship, and launched the value of forward contracts formulas.
出处
《科教导刊》
2013年第31期108-109,共2页
The Guide Of Science & Education
基金
"江苏省"十二五"高等学校重点专业建设项目资助"
"中央高校基本科研业务费专项资金"(项目编号2010LKSX03)
关键词
远期合约
期货合约
远期价格
价值
forward contracts
futures contracts
forward price
value
