(共45页PPT)金融工程.ppt

TheForwardPriceofGoldInourexamples, T=1therefore S(1+r)T=390(1+0.05)=409.50 F1=425S(1+r)T=409.50 F2=390S(1+r)T=409.50 whereristhe1-year(domesticcurrency)risk-freerateofinterest. TheForwardPriceofGold策略:A.当F1=425

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