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- UID
- 223418
- 帖子
- 305
- 主题
- 8
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-2
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| just gotta subtract the continuously compounded div yield, because dividends on indices are "continuous" because it's an index not a single stock. So it's just spot-PV divs minus PV future price, the price we locked in at. Hence we want that spot price to go up and be greater than FP if we are long it |
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发表于 2011-7-13 13:35
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