标题: Interest Rate Parity [打印本页]

---

作者: Muddahudda    时间: 2011-7-11 20:00     标题: Interest Rate Parity

Is it safe to say that if you are given a quote of USDollars per Euro ($/E) that the dollars are the domestic currency for

forward = spot [(1 + Rd)^T / (1 = Rf)^T]

$ is domestic, E is foreign, correct?

---

作者: Iginla2011    时间: 2011-7-11 20:00

if IRP hold

---

作者: bodhisattva    时间: 2011-7-11 20:00

forward = spot*((1+rd)^T/(1+rf)^T)

---

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)

Powered by Discuz! 7.2