[三級衍生品的風險管理] Reading17 hedge ratio with forward contracts

HAIXIA 發(fā)布于：2021-06-15 01:10:23 瀏覽334次   CFA CFA三級
原版書381例題 for Hedge the spot leg of the swaps is d on the bid rate? I cannot understand. please explain this in detail. and this situation is suit to all mismatched swap. or under what situation it is suited?
添加圖片
0/1000

名師解答

Hsiao 發(fā)布于2021-06-15 18:01:08

加載中...