dividend yield
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Must dividend yield be continuously compounded
Hi David, In reference to the basic Forward/Future formula for dividend yield (i.e. F0 = S0 * e^((r-q)*T)), must the dividend yield be continuously compounded (CC) given that the risk free rate is in the CC form. This is in reference to the following questions from JC Hull: The risk free...- Jagan.Ganti
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- continuous-compounding dividend yield
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- Forum: P1.T3. Financial Markets & Products (30%)