金程教育CFA二级强化班培训课程(pdf 16页)
所属分类:文体教育
文件大小:306 KB
下载要求:10 学币或VIP
点击下载金程教育CFA二级强化班培训课程内容提要:
Price and Value P197:
The price is the predetermined price in the contract
that the long should pay to the short to buy the
underlying asset at the settlement date
The contract value is zero to both parties at initiation
The no-arbitrage principle
Two assets or portfolios with identical future cash flows,
regardless of future events, should have same price
The portfolio should yield the risk-free rate of return, if it
generates certain payoffs
..............................
精品资料网 m.cnshu.cn
Copyright © 2004- 粤ICP备10098620号-1