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Quant版 - 关于future和forward的一个问题
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1 (共1页)
c********d
发帖数: 173
1
forward能够early exercise吗?
如果是,总是弄不明白为何hull上说forward大部分都到maturity date被deliver了呢
o***n
发帖数: 921
2

嗯?可以么?好像没听说过。。。

【在 c********d 的大作中提到】
: forward能够early exercise吗?
: 如果是,总是弄不明白为何hull上说forward大部分都到maturity date被deliver了呢
: ?

w******n
发帖数: 645
3
Forward contract could not be closed out early, am I right? Not like futures
, which are marking to the market with daily settlement. Futures can be
closed out early but forwards cannot.
Could anyone please let me know if I'm wrong with this concept.
b******k
发帖数: 58
4
> forward能够early exercise吗?
No.
> Futures can be closed out early but forwards cannot.
If by "be closed out" you mean take the opposite action to cover your
position then yes it is ture.
o***n
发帖数: 921
5
how do you close a futures contract? you enter an opposite position.
you can do the same thing with a forward, right?

futures

【在 w******n 的大作中提到】
: Forward contract could not be closed out early, am I right? Not like futures
: , which are marking to the market with daily settlement. Futures can be
: closed out early but forwards cannot.
: Could anyone please let me know if I'm wrong with this concept.

w*******g
发帖数: 9932
6
A forward contract is not a standard contract. You probably can't enter an
opposite position with the same term to cancel a forward contract.
o***n
发帖数: 921
7
既然forward不是standard contract,可以customerize,难道不是更容易进入一个
opposite position?

【在 w*******g 的大作中提到】
: A forward contract is not a standard contract. You probably can't enter an
: opposite position with the same term to cancel a forward contract.

T*******r
发帖数: 58
8
那得有人愿意要同样的条款。你去外面买/卖东西,是标准化的容易找到,还是特别定
制的容易找到另一方?
o***n
发帖数: 921
9
好吧,那大家的意思是forward理论上可以close by enter into an opposite
position,但实际操作起来,多半行不通,是这么理解吧?

【在 T*******r 的大作中提到】
: 那得有人愿意要同样的条款。你去外面买/卖东西,是标准化的容易找到,还是特别定
: 制的容易找到另一方?

1 (共1页)
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