CFA 1月面授班学生就衍生品练习第28题提问

问题列表 › 分类: Derivatives › CFA 1月面授班学生就衍生品练习第28题提问

panda 老师提问于6年之前

Under which of the following condition does a forward contract have a positive value to the short party at expiration?
a) the forward price is less than the value of the forward contract
b) the spot price of underlying asset is less than the forward price
c) the value of the forward contract is less than the spot price of underlying asset

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panda 老师回答于6年之前

第28题是b. at expiration, the forward contract has positive value to the short party and exact same amount negative value to long party, if the spot price of underlying asset is less than price specified in forward contract。