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• 项目名称：三道Transaction Exposure的题目   [已结项]
• 分类：
• 发布者： 7***g
• 点击量：712
• 发布时间：2015-10-11 10:18
• 项目关键词：
• 项目描述：项目描述:做三道题目而已。有关期货套期保值的（做完就给您打钱啊啊啊 真不是不思进取 是被坑了 一把辛酸泪啊）
  要求：相关文献“the case Richard Mays”在附件的第397页
  1、Determine the cash flows of the Euro exposure from the four alternatives (a figure/diagram might be useful) spot (i.e., unhedged), forward hedge, money market hedge and option hedge (use strike 131), using the information in Exhibits 8.13 – 8.17.
  2. Determine the cash flows of the Yen exposure from the four alternatives (a figure/diagram might be useful) spot (i.e., unhedged), forward hedge, money market hedge and option hedge (use strike 127), using the information in Exhibits 8.13 – 8.17.
  
  3. Assume that the expected 7-months future dollar-euro spot rate is 1.37 and the 4-months dollar-yen rate is 0.01. Would this change your answer to questions 1 and 2 (explain)?
  完成时间：急！发布到20小时之内
  所需技术：Management of Transaction Exposure相关知识
  
  
  
  
  
• 项目附件： 承接人可见
• 项目预算： 100（ 已托管100元 ）
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