问题如下图:price不是期初就定好了吗?求老师解答
选项:
A.
B.
C.
解释:
NO.PZ2016031201000019问题如下 The priof a forwarcontract:A.is the amount paiinitiation.B.is the amount paiexpiration.C.fluctuates over the term of the contract. B is correct.The forwarpriis agreeupon the start of the contraanis the fixepriwhithe unrlying will purchase(or sol expiration. Payment is ma expiration. The value of the forwarcontramchange over time, but the forwarpries not change. 中文解析本题考察的是远期合约的价格,这个价格是在合约期初已定好,但payment是发生在到期日的,所以选择下C是什么意思?
NO.PZ2016031201000019问题如下 The priof a forwarcontract:A.is the amount paiinitiation.B.is the amount paiexpiration.C.fluctuates over the term of the contract. B is correct.The forwarpriis agreeupon the start of the contraanis the fixepriwhithe unrlying will purchase(or sol expiration. Payment is ma expiration. The value of the forwarcontramchange over time, but the forwarpries not change. 中文解析本题考察的是远期合约的价格,这个价格是在合约期初已定好,但payment是发生在到期日的,所以选择讲课时计算都是按T0时刻,那题中的所谓期初就定好的期末价格是不是要乘利率?
老师,对这一套概念理解的有点模糊。priof a fowarcontract;forwprice; the value of forwarcontract能否帮忙下这个题目以及这几个概念?