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The forward price (or sometimes forward rate) is the agreed upon price of an asset in a forward contract. Using the rational pricing assumption, for a forward contract on an underlying asset that is ''tradeable'', we can express the forward price in terms of the spot price and any dividends etc. For forwards on non-tradeables, pricing the forward may be a complex task. == Forward Price Formula == If the underlying asset is tradeable and a dividend exists, the forward price is given by: : where : is the forward price to be paid at time : is the exponential function (used for calculating continuous compounding interests) : is the risk-free interest rate : is the cost-of-carry : is the spot price of the asset (i.e. what it would sell for at time 0) : is a dividend that is guaranteed to be paid at time where 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Forward price」の詳細全文を読む スポンサード リンク
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