Week 3: introduction to derivative securities

Plain vanilla 普通的,传统的

SWAP

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Future Hedge


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FT-ST=basis 基差


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期权定价(Option Pricing)


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构建投资组合的成本为: 100*0.3693-34.1708*1=2.76.

故此option的定价行为阿尔法=2.76

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