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1. At time t, you enter a forward contract to buy a stock for price Kat a future time T. Prove that At times later the P

Posted: Tue Nov 16, 2021 8:22 am
by answerhappygod
1 At Time T You Enter A Forward Contract To Buy A Stock For Price Kat A Future Time T Prove That At Times Later The P 1
1 At Time T You Enter A Forward Contract To Buy A Stock For Price Kat A Future Time T Prove That At Times Later The P 1 (22.65 KiB) Viewed 90 times
1. At time t, you enter a forward contract to buy a stock for price Kat a future time T. Prove that At times later the P&L for trade is P&L = P(t +At,T)[Fiter - F,], + where F, is the forward price of the stock.