努同学2024-07-28 14:23:44
题目不是说了the shares had increased to EUR100 each 并且 and the increase in the notional size of the position was hedged using currency options。这么重要的信息为什么不用?
回答(1)
Simon2024-08-10 13:25:00
同学,上午好。题目要求是计算close the forward的现金流,forward是根据初始金额签订的外汇合约,这与未来股价涨跌无关,只是和汇率相关,所以只需要exhibit 1里的数据。
- 评论(0)
- 追问(0)
评论
0/1000
追答
0/1000
+上传图片


