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Assume an Australian FI. A foreign exchange closing position of 400000000.Further assume that the exchange rate is 102 /AUD. What is the delta of
Assume an Australian FI. A foreign exchange closing position of ¥400000000.Further assume that the exchange rate is 102 ¥ /AUD.
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To calculate the delta of a foreign exchange position we need to determine the sens...
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Cost Management
Authors: Don R Hansen, Maryanne M Mowen, Dan L Heitger
5th Edition
357141091, 978-0357141090
