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- W2391472229 abstract "This paper extends on the base of risk-free interest rate structure and introduces the model of floating interest rate structure. According to the actual circumstance, we investigate the forward price in the market that has relative stable interest rate, and compare it with the medium term and forward price in the market that has risk-free interest rate. Since the indeterminacy of interest rate makes the forward purchase facing risk, we put forward the feasible risk management method to deal with the risk." @default.
- W2391472229 created "2016-06-24" @default.
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- W2391472229 date "2004-01-01" @default.
- W2391472229 modified "2023-09-23" @default.
- W2391472229 title "Forward Price and Risk Management with the Structure of Floating Rate" @default.
- W2391472229 hasPublicationYear "2004" @default.
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