I’m unable to understand the difficulty associated with creating a pure arbitrage opportunity.
Pls help. Thanks作者: kseniaru 时间: 2013-4-5 23:08
^dont worry about it much, the whole point is that the rate of the EURO$ in the borrowing market is quoted one way, while it is quoted another in the contracts making your hedge not exact, one is add on and one is discount so they end up not exactly matching作者: LiquidAssets10 时间: 2013-4-5 23:08
Thanks. Even I thought I shouldn’t waste much time on it.
Anyways, pls post your mail id because I need some help.
Thanks again.作者: Finalnub 时间: 2013-4-5 23:08
