标题: covered interest arbitrage [打印本页]

---

作者: mdfb79    时间: 2011-7-13 15:56     标题: covered interest arbitrage

is arbitrage profit calculated by the difference of the market forward price and the arb free forward price (x) the hedge size?

i do this, and i always arrive at different answers..

---

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

Powered by Discuz! 7.2