孫同學(xué)
2025-08-14 19:25Q2, 請(qǐng)問這里negative carry trade 能夠賺錢是因?yàn)閏overed interest rate parity didn't hold 對(duì)嗎? 如果CIRP hold, positive carry trade 也無法make profit了對(duì)嗎?
所屬:CFA Level III > Derivatives and Risk Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
Simon助教
2025-08-29 19:09
該回答已被題主采納
請(qǐng)問這里negative carry trade 能夠賺錢是因?yàn)閏overed interest rate parity didn't hold 對(duì)嗎?
這里不是carry trade,因?yàn)閏overed interest rate parity didn't hold,所以是利用forward套利。
如果CIRP hold, positive carry trade 可以make profit,前提是不要簽forward
