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- UID
- 223393
- 帖子
- 262
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2014-7-8
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| Instead of remembering that formula, you can calculate the price of the forward (you should know this formula). Then the FCRP is (E(S1) - F(0))/ S0 ) or intutively, the expected premium over a risk free return. |
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发表于 2011-7-13 15:27
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