At expiration, the value of a forward contract is: A. equal to the market price of the underlying asset. B. always greater than or equal to zero. C. the difference between the contract price and the market value of the underlying asset. ...
5.2 The forward price of an asset today is the price at which you would agree to buy or sell the asset at a future time. The value of a forward contract is zero when you first enter into it. As time passes the underlying asset price changes and the value of the contract may become...
正确答案:A 分享到: 答案解析: Due to the no-arbitrage principle, the price of a forward contract is calculated to make the value of the contract zero at contract initiation. Neither the long nor the short typically makes any payment to enter into the forward agreement. A special case is an...
During its life, the value of a forward contract is most likely equal to the price of the underlying minus the price of the: A. forward, discounted over the remaining term of the contract. B. forward. C. forward, discounted over the original term of the contract. View answer resolution ...
A.only the price fluctuates. B.only the value fluctuates. C.both the price and the value fluctuate.相关知识点: 试题来源: 解析 B B is correct. The value of the forward contract, unlike its price, will adjust as market conditions change. The forward price is fixed at initiation.【释义】随...
forwardcontractvalueimplicationshijjahthoul InternationalFinancialMarketsandtheFirmCh.3:ForwardContractsinPerfectMarketspage3-1P.SercuandR.UppalVersionJanuary1994PrintoutThoulHijjah16,1431Ch.3.TheValueofaForwardContractanditsImplications1.TheMarketValueofanOutstandingForwardContract1.2.TheReplicationApproach1.3.TheHedgin...
Under some assumptions a valuation model for a forward contract in foreign currencies is developed. The model produces the value of the contract which is consistent with the value of other types of forward contract; the initial value is zero, and subsequent values are the present values of the...
forward contract的定价问题“Value of a Forward contract at an intermediate time”Suppose we hold a forward contract on a stock with expiration 6 months from now.We entered into this contract 6months ago so that when we entered into the contrac
The value of a futures contract is:A. equal to the variation margin paid on any given day.B. calculated in the same manner as the value of a forward contract.C. zero when the account is marked to market for an account that has sufficient margin....
There is no exchange of cash at the origination of a forward contract. There is no exchange on a forward contract until the maturity of the contract.[释义] 一旦签订了远期合同,就很难退出合同。与期货合约不同,远期合约的交易会更困难些。远期合同一开始并没有发生现金的交换,直到合同到期前才进行...