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C/F/455. Currency trades: calls, puts and forwards

WORDS:
1900
DATE:
2008
PRICE:
19.99 GBP

The paper presents a number of exercises where interest rates of different currencies need to be found, carry trade arbitrage needs to be found, spreads are used to find possible arbitrages, covered calls and long puts are used, and future spot parities are identified in order to find hedges.

 

KEYWORDS: f, currency, trades, calls, forwards,

 
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