第2讲 股票和股指远期合约.pdfVIP

CFA Level Ⅱ: Derivatives 主讲人：Evelyn 高 股票和股指远期合约 Equity and Equity Index Forward Contracts Pricing and Valuation of Forward Commitments • Forward contracts ü Equity Forward Contracts ü Equity Index Forward Contracts ü T-bill (zero-coupon bond) forwards ü Forward Contracts on Coupon Bonds ü Forward Rate Agreements ü Currency forwards • T-bond Futures • Swap contracts Forward Contracts • A forward contract is an agreement between two parties in which one party, the buyer, agrees to buy from the other party, the seller, an und