View Single Post
  #58  
Old 05-09-2010, 04:52 PM
kyotousa kyotousa is offline
Member
 
Join Date: Oct 2008
Posts: 986
Default

I have a question on Actuarialsuck's notes's page 4

If tree is based on forward prices: P* (1/(1+e^sigmasqrt h))
What is he talking about? Isn't forward contract = future contract?
Reply With Quote
 
Page generated in 0.12627 seconds with 9 queries