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@tsunningwah3471
9 ай бұрын
You really save my life. My professor walked through these topic too quickly and the knowledge didnt have enough time to sink in my brain.
@RyanOConnellCFA
9 ай бұрын
Awesome, really glad to hear that this was helpful for you!
@alexwire8098
Күн бұрын
If you had to buy gold in 2 months so you went long on a future would the basis risk then be ft- st instead of st-ft as seen in your example?
@pablomoure2963
10 ай бұрын
Very well explained !!
@RyanOConnellCFA
10 ай бұрын
Thank you Pablo!
@tsunningwah3471
9 ай бұрын
there is one point i dont get. Future price= spot price x e^rt by no arbitrage principle. so usually, future price should be greater than spot price?????? isnt it??
@sarathprasad9112
9 ай бұрын
yes
@RyanOConnellCFA
9 ай бұрын
Yes, you're correct! Under the no-arbitrage principle, the future price is typically greater than the spot price due to the exponential factor e^rt, where r is the risk-free rate and t is the time to maturity, accounting for the time value of money
@mphys5370
10 ай бұрын
Ryan, could you do a video of CFA vs FRM
@RyanOConnellCFA
10 ай бұрын
Hello, you can find that video here: kzitem.info/news/bejne/oqOtq3mbgpNprZw
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