Board logo

标题: lever2 book1 p67为神马说一个远期合约等于三个头寸的组合? [打印本页]

作者: nononon    时间: 2015-9-6 23:56     标题: lever2 book1 p67为神马说一个远期合约等于三个头寸的组合?

...consider a forward contract to purchase pounds for dollars one year from now, this forward position is analogous to three separate risk potions:
1 a short position in a US treasury bill
2 a long position in a 1year UK Bond
3 a long position in the British pound spot market

不明白怎么就等于这仨的组合了。。。




欢迎光临 FRM论坛 (http://bbs.frmspace.com/) Powered by Discuz! 7.2