金程問(wèn)答
這道題目擁有美元 不應(yīng)該short 美元forward嗎。這里為啥說(shuō)買(mǎi)入美元forward？
這道題解析有點(diǎn)看不懂呢
R9課后題第5題麻煩解釋一下
我的理解出錯(cuò)了嗎？難道不是圖三我的解題思路？
R10課后題22題，題目中Swedish central bank 采取緊縮的貨幣政策，SEK應(yīng)該是升值的，SEK/EUR應(yīng)該是變小的，為什么題目中說(shuō)premium
請(qǐng)教r10的例題8
低利率貨幣遠(yuǎn)期合約溢價(jià)我理解了。但既然遠(yuǎn)期合約溢價(jià)那我不應(yīng)該buy遠(yuǎn)期合約嗎。為啥是sell
請(qǐng)教r10例題5第4題
請(qǐng)教r10的例題7，打問(wèn)號(hào)這里的計(jì)算不懂。
原版書(shū)第178 ，我一直想不明白，例題Hedge2， 為平倉(cāng)即期頭寸用bid, The spot leg of the swap—buying back EUR8,000,000 to settle the outstanding forward transaction—is also based on the bid rate of 10.0200. This is because Yang is selling an amount larger than EUR8,000,000 forward, and the all-in forward rate of the swap is already using the bid side of the market (as it would for a matched swap). Hence, to pick up the net increase in forward EUR sales, the dealer Yang is transacting with would price the swap so that Yang also has to use bid side of the spot quote for the spot transaction used to settle the maturing forward contract
貨幣互換上，雙方進(jìn)入互換，是怎么考慮本金規(guī)模和利率高低的匹配呢？
為什么這里用 104.15轉(zhuǎn)換呢？
請(qǐng)問(wèn)為什么是轉(zhuǎn)換的時(shí)候用104.15？
老師，麻煩講解一下這個(gè)case的第34題，謝謝
老師，麻煩解答下這個(gè)case的22及23題。謝謝
程寶問(wèn)答
