“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 contract, the expiration was T=1 year. The stock price$ 6 months ago was ...
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. ...
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
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...
A. is typically zero regardless of the price of the underlying asset.B. depends on the market price of the underlying asset.C. is set to 100 by convention. 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...
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. ...
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...
aMeasurement of the layer thickness is carried out on mounted and polished sections taken from both the thrust and antithrust sides of the piston. 层数厚度的测量在从活塞的两推力和antithrust边采取的登上的和被擦亮的部分被执行。[translate]
Forward contracts are a part of derivatives, it is a tailor made contract between the buyer and the seller of the contract which is executed on future date. It is done through over the counter or off exchange trading where no third party is involved....