标题: just started Derivatives--Forwards [打印本页] 作者: noel 时间: 2011-7-11 19:19 标题: just started Derivatives--Forwards
holy @#$%& holy @#$%&
I am having huge trouble distinguishing b/t the valuation formulas for the different types of forward contracts (currency, interest, FRA).作者: 5566 时间: 2011-7-11 19:19
read my post in
Valuing Currency Forward Contracts prior to maturity
they are not diff formulas at all, beneth the diff variables is actually the same simple concept being applied to diff assets
if you can understand that well, you would not need to memorise anything, the formulas make perfect sense作者: Swanand 时间: 2011-7-11 19:19
alright, thanks a lot!作者: firat 时间: 2011-7-11 19:19
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.
