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题目出自Watsham的Quantitative Methods in Finance. Chapter 1 Q9
A security has a spot price if 102.5, the annual rate of interest is 6% p.a., income is flowing at a steady rate of 4% p.a. and custody costs are three basic. (A basis point is 100th of 1%.)
Calculate the price of a six-month forward contract assuming:
1) simple interest;
2) compound interest.
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关键词：远期利率 Quantitative QUANTITATIV calculate interest compound contract interest security 不胜感激