holy @#$%& holy @#$%&
I am having huge trouble distinguishing b/t the valuation formulas for the different types of forward contracts (currency, interest, FRA).
it is the same base formula. just substitute the numbers with what was given on the question. the dividend yield part is a bit tricky though.
btw, I am thinking of purely reading this on Schweser. did they skip any part at all? I do this because the last time i read derivatives on lvl1 with cfai text I forgot everything when I start doing the eoc questions.
发表于 2011-7-11 19:19
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