标题: 2009 Essay Q9, option [打印本页]

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作者: ShooterMcCFA    时间: 2013-4-24 09:27     标题: 2009 Essay Q9, option

Why are they taking the spot price to value an option?
Shouldnt they be taking the implied forward (JPY/CAD)?

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作者: sabre    时间: 2013-4-24 09:33

great thanks
just thought that for european style option they should be taking forward price… guess not

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