标题: confused with dividend yld and rf [打印本页] 作者: pimpineasy 时间: 2011-7-11 19:55 标题: 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?作者: Windjam 时间: 2011-7-11 19:55
Dividend yield is used only if you want to know how many stock at start you have effectively purchased.
