柚柚_柚 · 2020年08月02日
问题如下：
A stock index is 3,000, the risk-free rate is 8% per year, and the dividend yield on the index is 3% per year (both expressed with annual compounding). What should the one-year futures price of the index be?
解释：
The one-year futures price is
3,000 *1.08/ 1.03= 3145.63
请问一下这里为什么不可以是3000*（1+8%-3%)呢NO.PZ2020012005000014 问题如下 A stoinx is 3,000, the risk-free rate is 8% per year, anthe vinyielon the inx is 3% per ye(both expressewith annucompounng). Whshoulthe one-yefutures priof the inx be? The one-yefutures priis 3,000 *1.08/ 1.03= 3145.63 这题用画图法怎么做
请问为什么vin是%形式，t=0时刻，so/(1+%)^t而不是so-so*%/(1+rf)^t呢
