1. Foreign Currency Volatilities. You wish to price your own options, but you need current volatilities on...

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1. Foreign Currency Volatilities. You wish to price your own options, but you need current volatilities on the euro, British pound, and Japanese yen. Using the following Web sites, collect spot rates and volatil- ities in order to price forward at-the-money put options for your option pricing analysis: Federal Reserve Bank of New York RatesFX.com www.ny.frb.org/statistics www.ratesfx.com/

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Fundamentals Of Multinational Finance

ISBN: 9780321541642

3rd Edition

Authors: Michael H. Moffett, Arthur I. Stonehill, David K. Eiteman

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