标题: Econ - interest rate parity [打印本页]

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作者: edgeon    时间: 2013-3-31 13:13     标题: Econ - interest rate parity

F/So = (1+Ra)/(1+Rb)
why is “a” in the numerator?

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作者: mp3bu    时间: 2013-3-31 13:13

It’s always like that.
Forward (USD/JPY) = S0 x (1+ US rate)/(1+Japan rate).

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