
- UID
- 223437
- 帖子
- 336
- 主题
- 5
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
|
Any time my friend, and take this advice please.
If you spend an hours using this logic and applying it to all other forwards and futures valuation formulas, you will realise you do not have to memorise them.
I personally could not possible memorise them.
All you have to do is understand how to price them, which is probably straight forward for you by now and you can modify it to any type of contract...
You apply the logic above and you get the value formula, Works on all of them. Some times you would get a diff formula that will give you the same answer. Based on how you end up simplifying
Reagrds, |
|