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Ms Fuuuuu · 2024年04月08日
09:50 (1.5X)
just want to confirm the equation at bottom left (denominator) should be written as e(rfc + c)*T? should be plus sign rather than minus sign
李坏_品职助教 · 2024年04月08日
嗨，从没放弃的小努力你好：
You are right. Thanks for mentioning this typo.
We should use F0(T) / e^(rf + c)*T.
Let F0(T) / e^(rf + c)*T = S0 / e^(i*T), so that F0(T) = S0*e^(rf+c-i)*T
----------------------------------------------加油吧，让我们一起遇见更好的自己！
