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- 2011-7-2
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- 2016-4-19
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confused with dividend yld and rf
i know whenever we create synthetic futures.
the amount of futures to buy will be V (1 + r)^T
how does dividend yld fall into all of this? if i am going to long or short using futures on an equity market and the dividend yld is 2%, what does that affecT? |
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发表于 2011-7-11 19:55
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