Re: [請益] 跪求國財管本週CASE原文Orz

看板NCCU06FMGRAD作者Rickey (嗯嗯)時間17年前 (2007/04/04 17:59)推噓8(8推 0噓 1→)

留言9則, 2人參與討論串3/3 (看更多)

※ 引述《Tennew (流星)》之銘言： : 2. : What is the hedging cost of DKNY’s payable using a forward market hedge? : 3. : What is the hedging cost of DKNY’s payable using a money market hedge? : 4. : What is the hedging cost of DKNY’s payable using a put option? : 5. : At what exchange rate is the cost of the put option just equal to the cost : of the forward market hedge? To the cost of the money market hedge? : 6. : How can DKNY construct a currency dollar? What is the net premium paid : for the currency collar? Using this currency collar, what is the net dollar : cost of the payable if the spot rate in 30 days is Mex＄12.8/＄? : Mex＄13.1/＄? Mex＄13.4? =.=.....我也有問題，我看不懂Case裡面那個 Mex$12.9/$下美元的30天賣權 1%溢價 Mex$13.1/$下美元的30天買權 3%溢價有人知道那個1%溢價和3%溢價是指什麼阿？整個看不懂~~這章好難 Orz -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 140.119.202.69

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kobeyang1019

04/05 00:20, , 1^F

04/05 00:20, 1^F

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Rickey

04/05 12:50, , 2^F

04/05 12:50, 2^F

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Rickey

04/05 12:53, , 3^F

04/05 12:53, 3^F