
- UID
- 223247
- 帖子
- 246
- 主题
- 152
- 注册时间
- 2011-7-11
- 最后登录
- 2013-11-18
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1. Id-Ic, 这是市场预期?
2. (F-S)/S, 这是我个人预期?
3. 如果只给了Id-Ic,,那怎么判断?
4. 如果Id-Ic 大于(F-S)S,unhedge,对吗?
Note和书上,完全晕掉。
Note的第三本P109, 17题 – B country, risk free rate = 3.25%, Domestic = 5.75%, you expect currency B to appreciate by 2.6%. hedge B ? 答案是 do not hedge |
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