期權(quán)期貨以及其他衍生品(4)-wenkub
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【正文】 Derivatives, 5th edition 169。 2021 by John C. Hull Convergence of Futures to Spot Time Time (a) (b) Futures Price Futures Price Spot Price Spot Price Options, Futures, and Other Derivatives, 5th edition 169。 Short Hedges ? A long futures hedge is appropriate when you know you will purchase an asset in the future and want to lock in the price ? A short futures hedge is appropriate when you know you will sell an asset in the future amp。Options, Futures, and Other Derivatives, 5th edition 169。 want to lock in the price Options, Futures, and Other Derivatives, 5th edition 169。 2021 by John C. Hull Basis Risk ? Basis is the difference between spot amp。 2021 by John C. Hull Choice of Contract ? Choose a delivery month that is as close as possible to, but later than, the end of the life of the hedge ? When there is no futures contract on the asset being hedged, choose the contract
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