wendygwj 当前离线
CFA New Member
解释中说
if interest rates decrease,his yield on the libor-base security will fall, but the decrease will be offset by gains on a long position in Eurodollor futures contract.
但是我认为
interest decrease 不是应该benefit short吗？它可以以高阶出借钱？
大家怎么认为呢？
. [ 2009 FRM ] Long Practice Exam 1 Q56-60
. 2007 FRM － Mock Exam 模考试题 (61 - 65)
. eurodollar hedge
. Interest Rate Options
. Euro Dollar Futures vs. FRA's
chenghao1 当前离线
据我的理解是；
whenever interest rates decrease, prices of (derivatives, bonds, etc.) increase.
thus, the short position's value decreases. this decrease will be offset by gains in long in E. futures
TOP
long in E futures为什么会gain啊？
interest 是下降的啊
发表于 2009-5-28 22:28
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