引用 options，futures and others derivatives （Hull and white，2006）#p#当采用期货来对冲时，对于每天
引用 options，futures and others derivatives （Hull and white，2006）#p#当采用期货来对冲时，对于每天
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2023-07-26 15:40
The cash flows arising from the futures position accrue over time which imply the need of the firm to take into account the time value of money between the time at which the cash flow is realized and maturity of hedged position .
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The cash flows arising from the futures position accrue over time which imply the need of the firm to take into account the time value of money between the time at which the cash flow is realized and maturity of hedged position .
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