Week 3: introduction to derivati

Plain vanilla 普通的，传统的

SWAP

Week 3: introduction to derivative securities Week 3: introduction to derivative securities Week 3: introduction to derivative securities

Future Hedge

Week 3: introduction to derivative securities Week 3: introduction to derivative securities

FT-ST=basis 基差

Week 3: introduction to derivative securities Week 3: introduction to derivative securities

期权定价(Option Pricing)

Week 3: introduction to derivative securities Week 3: introduction to derivative securities Week 3: introduction to derivative securities Week 3: introduction to derivative securities Week 3: introduction to derivative securities Week 3: introduction to derivative securities Week 3: introduction to derivative securities Week 3: introduction to derivative securities

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

Week 3: introduction to derivative securities Week 3: introduction to derivative securities Week 3: introduction to derivative securities Week 3: introduction to derivative securities