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forward contract and futures contracts最终版3
标签：文库时间：2025-03-17
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期货和远期合约之间的定价区别
远期合约和期货合约异同点
汇报人：张克森
小组成员：张克森 赏东东 罗鸿斌
2014-11-21
期货和远期合约之间的定价区别
FORWARD CONTRACTS AND FUTURES CONTRACTS
1 Introduction 2 Values of forward and futures contracts
3 Forward prices and futures prices
4 Treasury bill futures contract: An example 5 conclusion
2014-11-21
期货和远期合约之间的定价区别
1 Introduction
PURPOSE: we provide a detailed discussion
of the similarities and differences between forward contracts and futures contracts; under frictionless markets and continuous trading, simple arbitrage arguments are invoked to