张同学2018-10-30 17:45:25
张同学Standard arbitrage arguments imply that the futures contract price should equal the cost of buying the bond today and financing it to the futures delivery date less the yield earned before delivery. (Institute 137) Institute, CFA. 2019 CFA Program Curriculum Level III Volume 4. CFA Institute, 5/2018. VitalBook file. 老师您好！ reading24中关于carry trade 这段话怎么理解？能否麻烦用算式演示一下？ 感谢！
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Sherry Xie2018-11-01 12:29:57
Sherry Xie同学你好，就是Foward price= underlying asset price+ cost - benefit, 一级和二级衍生品学过的
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