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. 相关知识点: 试题来源: 解析 C 略 反馈 收藏...
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...
Explain the difference between the forward price and the value of a forward contract.Derivatives:A derivative is a contract that derives its value from the value of an underlying asset. The asset, on which the derivative contract is based, maybe a real asset, like copp...
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...
正确答案:A 分享到: 答案解析: The price of a forward contract is the price of the underlying asset that the long will pay to the short at settlement (for a deliverable contract). The value of a forward contract comes from the difference between the forward contract price and the market pri...
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
During the life of a forward contract, the value of the contract is best described as: A. the difference between the spot price and the present value of the forward price of the underlying asset. B. the difference between the future value of the spot price and the expected future price ...
Answer to: How is the fair value of a Forward Contract determined by U.S. GAAP? By signing up, you'll get thousands of step-by-step solutions to...
This is the value of a short position.C is incorrect. The value of a long position in a forward contract does not depend on the value of the forward at initiation.【释义】远期合约到期时,合约价值是标的资产的市场价格减去远期价格。反馈 收藏 ...
The contract price on a forward contract stays fixed for the life of the contract, while a futures contract is rewritten every day. The value of a futures contract is zero at the start of each day. The expected change in the futures price satisfies a formula like the capital asset pricing...