标题: Currency risk for alpha strategies, Reading 40, Example 6 [打印本页] 作者: defour44 时间: 2013-4-2 14:42 标题: Currency risk for alpha strategies, Reading 40, Example 6
Anyone knows how to get the “loss on stocks” in Reading 40, Example 6? (V5, Page 313)
Loss on stocks = A$70,000,
US$163,000
I can’t understand how to get US$163,000. Is it a typo? I can’t find it from errata.
Thanks.作者: IAmNeil 时间: 2013-4-2 14:43
70000 loss and the currency change on principal if memory serves me right.作者: Colum 时间: 2013-4-2 14:44
