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bigeagle · 2023年12月23日

contingent claim问题

NO.PZ2023040401000011

问题如下:

In contrast to contingent claims, forward contracts:

选项:

A.

have their prices chosen by the participants.

B.

could end in default by either party.

C.

can be exercised by physical or cash delivery.

解释:

B is correct. In a forward contract, either party could default, whereas in a contingent claim, default is possible only from the short to the long.

A is incorrect because the forward price is set in the pricing of the contract such that the starting contract value is zero, unlike contingent claims, under which parties can select any starting value.

C is incorrect because both forward contracts and contingent claims can be settled by either physical or cash delivery.

contingent claim:不也是任何一方可以违约么?

1 个答案

李坏_品职助教 · 2023年12月23日

嗨,爱思考的PZer你好:


关于contingent claim和forward commitments的概念我在另一个题目里回复你了。


contingent claim,比如期权。期权的买方可以自由的选择行使或不行使。如果不行使权力,那不是违约,而是期权给予的合法权益。期权的卖方倒是有可能违约的,因为期权的卖方是被动的履行合约义务(如果买方找他行权,他有可能拒不履约)。所以对于期权来说,并不是任何一方都会违约,期权买方是不存在违约的问题的。


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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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