NO.PZ2020012005000029
问题如下:
How can a long position in an asset at a future time be created synthetically?
选项:
解释:
An investor can borrow the present value of the futures price from the bank and take a long position in the corresponding futures contract on one unit of the asset.
和题目无关,在听课时遇到的问题。再求定价时如下图,老师一直说合理定价的时候就写了st,为什么st往so折现时,不需要除以(1+rf)t呢