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3.12 When an Investment asset Provides a Known yield (Page 49, equation 3.7) Fo=So e(r-g)T where q is the average yield during the life of the contract (expressed with continuous compounding) Options Futures, and other Derivatives, 5th edition C 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 3.12 When an Investment Asset Provides a Known Yield (Page 49, equation 3.7) F0 = S0 e (r–q )T where q is the average yield during the life of the contract (expressed with continuous compounding)
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