income
-
P1.T3.717. Foreign exchange (FX) forwards and more cost of carry theory (Hull Chapter 5)
Learning objectives: Calculate a forward foreign exchange rate using the interest rate parity relationship. Define income, storage costs, and convenience yield. Calculate the futures price on commodities incorporating income/storage costs and/or convenience yields. Questions: 717.1. Near the...- Nicole Seaman
- Thread
- convenience-yield cost-of-carry foreign-exchange-forwards futures-price income interest-rate-parity storage-costs
- Replies: 0
- Forum: FRM® Practice Questions