CFA Institute Area 8-11, 13: Asset Valuation
Session 13: Risk Management Applications of Derivatives
Reading 40: Risk Management Applications of Swap Strategies
LOS f: Demonstrate how a firm can use a currency swap to convert a series of foreign cash receipts into domestic cash receipts.

[此贴子已经被作者于2008-9-16 17:40:00编辑过]

A U.S. firm that wishes to convert its quarterly cash flows of

A U.S. firm that wishes to convert its annual cash flows of

A U.S. firm that wishes to convert its annual cash flows of