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即期和远期(spot rAtE AnD ForwArD rAtE)计算

好像是这样: 1to2 forward rate = (1+5.6%)^2 / (1+5.0%)^1 -1 = 6.20% 2to3 forward rate = (1+6.5%)^3 / (1+5.6%)^2 -1 = 8.32% 3to4 forward rate = (1+7.0%)^4 / (1+6.5%)^3 -1 = 8.51% 不知道对与不对。

【spot rate】 【即期汇率】,即是交易双方达成外汇买卖协议后,在两个工作日以内办理交割的汇率。这一汇率一般就是现时外汇市场的汇率水平。 即期汇率是由当场交货时货币的供求关系情况决定的。一般在外汇市场上挂牌的汇率,除特别标明远期汇率...

spot rate: 即时外汇 forward rate : 远期外汇 下面我来重点说一下远期外汇的含义: 远期外汇交易是指在约定的日期,按照已经确定的汇率,用美元买卖一定数量的另一种货币。远期外汇买卖与合约现货买卖有共同点亦有不同点。合约现货外汇的买卖...

i= sopt rate rn= forward rate at year n (1+i)^n=(1+r1)*(1+r2)*...*(1+rn)

Given 2% inflation in US and 3% inflation in euro zone, the one year forward rate would be 1.25*(1+2%)/(1+3%)=1.2379 That is, €1.00 = $1.2379 第二题怎么跟第一题一模一样?不重复回答了埃

future spot rate 未来汇率,前景汇率,前景汇价,未来汇价, spot rate 现汇价 In other words, the forward rate should be a good guess of the likely fture spot rate . 换句话说,远期汇率应当等于将来的现货价格。

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