Forward Valuation: 선도계약의 가치평가

in steem •  2 years ago 
  1. 만기시점 : At expiration
  • 선도계약의 가치는 계약 만기시점의 페이오프 (Payoff)
  1. 현재시점 : t=t
  • 선도계약의 가치는 계약 만기시점 페이오프(payoff)의 현재가치
  1. 계약시점 : t=0 계약시점에서 파생상품의 가치 = 0
steem kr derivative cfa forward valuation
2 years ago by

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      ·  2 years ago 

    Upvoted! Thank you for supporting witness @jswit.

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