Question
The Swiss Franc is trading at 1.1106 $/SFr, the euro is trading at 1.1268 $/euro. If you can buy or sell SFr/euro at 1.0160, is
The Swiss Franc is trading at 1.1106 $/SFr, the euro is trading at 1.1268 $/euro. If you can buy or sell SFr/euro at 1.0160, is there an arbitrage? If so, how much can you make with one roundtrip using $1,000,000?
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Computational Techniques In Economics And Finance
Authors: Constantin Zopounidis
1st Edition
1613245580, 978-1613245583
