随笔分类 - 金融衍生工具

Options, Futures, and Other Derivatives (10th Edition) 作业四

摘要：Problem 17.9. A foreign currency is currently worth $1.50. The domestic and foreign risk-free interest rates are 5% and 9%, respectively. Calculate a 阅读全文

posted @ 2023-07-25 15:21 LEE_Minhyung 阅读(179) 评论(0) 推荐(0) 编辑

Options, Futures, and Other Derivatives (10th Edition) 作业三

摘要：Problem 13.1. A stock price is currently $40. It is known that at the end of one month it will be either $42 or $38. The risk-free interest rate is 8% 阅读全文

posted @ 2023-07-25 15:14 LEE_Minhyung 阅读(425) 评论(0) 推荐(0) 编辑

Options, Futures, and Other Derivatives (10th Edition) 作业二

摘要：Problem 10.11. Describe the terminal value of the following portfolio: a newly entered-into long forward contract on an asset and a long position in a 阅读全文

posted @ 2023-07-25 10:58 LEE_Minhyung 阅读(473) 评论(0) 推荐(0) 编辑

Options, Futures, and Other Derivatives (10th Edition) 作业一

摘要：第2章 Problem 2.3. Suppose that you enter into a short futures contract to sell July silver for $17.20 per ounce. The size of the contract is 5,000 ounc 阅读全文

posted @ 2023-07-25 08:58 LEE_Minhyung 阅读(420) 评论(0) 推荐(0) 编辑