A spot exchange rate is currently 2.350. The one-month forward is 2.362. What is the one-month interest

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A spot exchange rate is currently 2.350. The one-month forward is 2.362. What is the one-month interest rate assuming there is no arbitrage?

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:48 AM

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A spot exchange rate is currently 2.350. The one-month forward is 2.362. What is the one-month interest

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