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IAmNeil

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tT
发表于 2013-4-8 22:54 | 只看该作者

Reading 38- Commodity Forwards & Futures

disaster
Um, the EOC in the text is a disaster. How are the schweser questions ? there is 3 LOS a, b, c but i dont see how they got these questions for this los, it seems from the los it was more qualitative ?
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spreads

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发表于 2013-4-8 22:55 | 只看该作者
On Page 177 .. “An Apparent Arbitrage and Resolution” .. it says that the forward price is $0.20. In TABLE 3 on the same page it says Long forward @$0.20. But in the same table at Time 1 the cash flows for this position is $0.20-F(0,1). If one is long forward the value of the forward at time t is (Spot price at time t- Forward price). Can somebody explain how the cash flows in the table correspond to the value of the forward? Thanks in advance. Any help is appreciated.

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dreampak

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3#
发表于 2013-4-8 22:55 | 只看该作者
On Page 177 (Book 5, Reading 38) .. “An Apparent Arbitrage and Resolution” .. it says that the forward price is $0.20. In TABLE 3 on the same page it says Long forward @$0.20. But in the same table at Time 1 the cash flows for this position is $0.20-F(0,1). If one is long forward the value of the forward at time t is (Spot price at time t- Forward price). Can somebody explain how the cash flows in the table correspond to the value of the forward? Thanks in advance. Any help is appreciated.

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