2.4 Payoffs of forwards скачать в хорошем качестве

2.4 Payoffs of forwards

What are the payoffs of forward and futures? In sum, at maturity, we may have profit or loss, depending on the spot price at the maturity. Comparing that spot price at T with the forward price F, we can know if we have profit or loss. We also learn a useful figure to easily show our payoffs in the forward positions (both long and short positions). This video is a part of video series from CM526 (Derivative Securities) taught by Richard, Yuan Ze University, Spring 2022. All slides and reading materials are in our MS Team group, that you can sign in by YZU email. #cm526 #richard #yzu #richardyzu #derivative