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Derivatives - The Forward Price of a Non-Dividend Paying Stock
Автор: Daniel Brown
Загружено: 2024-08-01
Просмотров: 297
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This video describes how to calculate the forward price of a non-dividend paying stock. This illustrates the arbitrage arguments that are used throughout derivatives pricing.
In this video, a simple market structure is used with dealers and their clients to illustrate where the forward price comes from and why.
A simple example is given showing the strikes on a zero-cost forward contract and the hedging strategy available to the dealer.
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