A stock index stands at 3000 with a continuously compounded dividend yield of 2 8 The risk free rate is still 4 What is the no arbitrage price on a one year index forward contract if the continuously compounded Six months later the value of the index is 3100 what is the value of the original long ...

To calculate the value of the original long forward position yo ...

A stock index stands at 3000 with a continuously compounded dividend yield of 2.8%. The risk...

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Derivatives Markets

ISBN: 978-0321543080

4th edition

Authors: Rober L. Macdonald

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A stock index stands at 3000 with a continuously compounded dividend yield of 2.8%. The risk...

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