Mind map
Foreign Currency Futures & Forwards
Map content
Foreign Currency Futures & Forwards
Foreign Currency Futures and Forwards
Pricing Foreign Currency Futures and Forwards
- Pricing Foreign Currency Futures and forwards is similar to pricing share price indices with a dividend yield
- In this case, the income foregone is the foreign risk-free interest rate (rf)
- It follows that if rf is the foreign risk-free interest rate
- Example
Arbitrage
Images and files in the map
Information
- Description
- Derivatives and Risk Management (Topic 2 Introduction to FRM and pricing of futures n forward) Mind Map on Foreign Currency Futures & Forwards, created by Trang Pham on 26/08/2017.
- Created by
- Trang Pham
- Views
- 0
- Rating