My Math Forum  

Go Back   My Math Forum > Science Forums > Economics

Economics Economics Forum - Financial Mathematics, Econometrics, Operations Research, Mathematical Finance, Computational Finance

LinkBack Thread Tools Display Modes
February 8th, 2014, 12:22 PM   #1
Joined: Feb 2014

Posts: 1
Thanks: 0

FRA & FX pricing and valuation

I have been trying to figure out this problem for the past 2 days but I am having trouble understanding which dates/rates to use and which formula to use for an foreign exchange FRA. as well as if and how you incorporate the fx rates in table one. I have seen FRA problems and currency forward problems in my CFA text book but nothing combining the two together. any help or input is greatly appreciated. I two attachmments included in this post are the questions and the rates. Im primarily concerned with solving question A but any input on questioned B or C would be great.
[attachment=1:384c5dwu]Screen Shot 2014-02-08 at 1.35.03 PM.png[/attachment:384c5dwu]
[attachment=1:384c5dwu]Screen Shot 2014-02-08 at 1.35.03 PM.png[/attachment:384c5dwu]
ciscopsu is offline  

  My Math Forum > Science Forums > Economics

fra, pricing, valuation

Thread Tools
Display Modes

Similar Threads
Thread Thread Starter Forum Replies Last Post
Asymptotic Retail Pricing Based on Cost whdyck Economics 5 March 21st, 2014 01:00 PM
Binomial Option pricing FinRookie2 Economics 3 March 22nd, 2012 05:39 PM
Logic problem (interpretation/valuation) quickly Applied Math 5 April 6th, 2010 04:05 PM
valuation ring questions genoatopologist Abstract Algebra 0 December 8th, 2008 07:07 PM
valuation ring, discrete valuation Erdos32212 Abstract Algebra 0 November 18th, 2008 07:53 PM

Copyright © 2019 My Math Forum. All rights reserved.