Question
Suponga que la tasa al contado (spot rate) y la tasa a plazo (forward rate) de la libra esterlina son $ 1.4248 y $ 1.4179,
Suponga que la tasa al contado (spot rate) y la tasa a plazo (forward rate) de la libra esterlina son $1.4248 y $ 1.4179, respectivamente. Suponga que la libra a plazo se vende con un descuento anualizado del
1.94%, Cul es el nmero de das del contrato a plazo?
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High Frequency Financial Econometrics
Authors: Yacine Aït Sahalia, Jean Jacod
1st Edition
0691161437, 978-0691161433
