forward

“forward”相关的资料有哪些?“forward”相关的范文有哪些?怎么写?下面是小编为您精心整理的“forward”相关范文大全或资料大全,欢迎大家分享。

forward contract and futures contracts最终版3

标签:文库时间:2025-03-17
【bwwdw.com - 博文网】

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