n********6
发帖数: 1511 | 1 【 以下文字转载自 JobHunting 讨论区 】
发信人: neil222966 (Wei), 信区: JobHunting
标 题: 求FinancialDataAnalyst:Moody's KMV面经
发信站: BBS 未名空间站 (Thu Jun 5 12:33:25 2008), 转信
6月6日东部时间傍晚第一轮电话面试，一个hr，一个技术部门的人，求面经。该职位在
Indiana. | t*****3
发帖数: 878 | | h*****y
发帖数: 43 | 3 那为什么 forward的discount了呢?
发信人: hhy (披着狼皮的羊), 信区: Quant
标 题: Re: 关于delta
发信站: BBS 未名空间站 (Thu Jul 31 00:44:57 2008), 转信
if you discount it back to now, what you get is spot price | h*y
发帖数: 1289 | 4 There is nothing wrong with discounting. But you have to distinguish two dif
ferent concepts, price and value.
Future PRICE is the strike if you enter a forward contract today. This price
is determined today.
Forward VALUE is the present value of your expected terminal CF.
【在 h*****y 的大作中提到】
: 那为什么 forward的discount了呢?
: 发信人: hhy (披着狼皮的羊), 信区: Quant
: 标 题: Re: 关于delta
: 发信站: BBS 未名空间站 (Thu Jul 31 00:44:57 2008), 转信
:
: if you discount it back to now, what you get is spot price
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