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Quant版 - [合集] Futures v.s. Forward
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scotthuang (scott) 于 (Fri Mar 2 01:25:44 2007) 提到:
Assuming constant interest rate, futures contract and forward contract are
the same right? (ignoring the facts such as futures are exchange-trade and
so on)
But then, the way futures works is very strange. People maintain a margin
account. And if futures price goes up by 3 dollars, then 3 dollars will be
added to your acccount(assume you long a futures contract). But in fact,
this contract's value on
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