Drink H · 2020年03月06日
问题如下：
Consider a forward contract to purchase an asset currently worth USD 10,000 for USD 12,000 in three years. The interest rate is 3% with annual compounding. How much is the forward contract worth?
解释：
The forward contract is worth (in USD) 10,000 – (12,000/1.03^3) = −981.7.
NO.PZ2020011303000071 问题如下 Consir a forwarcontrato purchase asset currently worth US10,000 for US12,000 in three years. The interest rate is 3% with annucompounng. How muis the forwarcontraworth? The forwarcontrais worth (in US 10,000 – (12,000/1.03^3) = −981.7. 题目问一个forwar约，约定好三年后以12k的价格买入现在价值10k的资产，无风险利率是3%，年复利，这个forwr约的价格应该是多少？S0=10kF1=12kF0=12k/(1+3%)^3=10.9817k S0=10k合约价格为10k – 10.9817k= −981.7合约价格为负数，说明定价太高，应该直接买入现货。 F0=12k/(1+3%)^3=10.9817k S0=10k 这一步在算什么，为什么要和S0比较这题和bon章的知识点有什么关联
老师你好，这道题的答案为什么是-981而不是+981？谢谢
