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全部话题 - 话题: naggy
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L*****s
发帖数: 24744
1
wtf...李冰冰 dressed like a bitchy,naggy WF..
L*****s
发帖数: 24744
2
looks like a naggy korean bitch
L*****s
发帖数: 24744
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U still have ur naggy wife and two hands!
H********g
发帖数: 43926
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sagnac效应 想起来Peter griffin 给她老婆起了个外号叫saggy naggy
i**w
发帖数: 71
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来自主题: Quant版 - Mark Joshi红皮书的一道题
//had to rush out shopping, not a well organized post. apology.
Let me be a little bit naggy and take a detour: What would you pay today
for a payoff at time T: f(T) = S?
This is easy: it is just a plain forward contract, the prepaid forward
price is S_0, thus I pay S_0 today.
- forward on stocks paying dividends and no randomness:
S(T) = S_0*e^(alpha*T)
By the no arbitrage principle, S_0 is what you pay.
What if the dividend rate is lower, so S(T) ends up lower. Would anyone
quote you a lower p... 阅读全帖
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