Pricing and Valuation of Forward Commitments — Flashcards
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What position does the party who aggress to sell/deliver the asset take?
Characteristics of a futures contact
If the forward is overpriced, ....
What does "price of a 2x3 FRA" mean?
Forward on equity index w/continuous dividend: FP =
In a bond futures contract, accrued interest =
Value of an equity swap =
What is a long FRA?
Is money exchanged at inception for a future or forward?
Value of forward on a coupon-paying bond: Vt(long position) =
Study by Chapter
Pricing and valuing equity forwards and futures
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Carry arbitrage model with and without underlying cash flows
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Pricing and valuing interest rate forwards and futures
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Pricing and valuing fixed-income forwards and futures
Flashcards
Pricing and valuing interest rate swaps
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Pricing and valuing currency swaps
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Pricing and valuing equity swaps
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