[商管] [財管]-關於利率平價說計算

看板Grad-ProbAsk作者aiaorry (我不想皺眉頭)時間16年前 (2010/01/15 14:07)推噓3(3推 0噓 7→)

留言10則, 3人參與討論串1/1

Time Files, Inc. has ordered 5,000 handmade cuckoo clocks from Duseldorf, Germany. Each clock will cost 20 euros and payments is due in 180 days. The euro per dollar spot rate is 1.092. The 6-month forward contract rate is 1.088. (2) If the firm's 6-month dollar loan rate is 4.5%, what should they expect to pay on an equivalent euro loan? 請問這一題利用利率平價計算，利率的部份是不是要乘上期間(1/2)呢?! 筆記上老師沒有乘，但另外一題類似題目又有乘上期間... 所以有點被搞混了! 另外一題題目是 The spot exchange rate for Canadian dollar(C$) is U.S. $0.68/C$. The six month interest rate in U.S. is 2.0% and 3.0% in Canada. What is the six month forward rate for Canadian dollar? 這題算法 F=0.68*[(1+2%*0.5)/(1+3%*0.5)] 上面那題算法是 1.088=1.092*[(1+i)/(1+4.5%)] 有寫錯嗎?! 到底什麼時候該乘上期間?什麼時候不用乘? 感謝各位指教。 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 220.228.251.160 ※ 編輯: aiaorry 來自: 220.228.251.160 (01/15 14:16)

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