Question
u anki fiyat 900 $ olan kuponlu bir tahvil satn almak iin bir vadeli szleme dnn. Forward szlemesinin 9 ayda vadesi geldiini varsayalm. 4 ay
u anki fiyat 900 $ olan kuponlu bir tahvil satn almak iin bir vadeli szleme dnn. Forward szlemesinin 9 ayda vadesi geldiini varsayalm. 4 ay sonra 40 dolarlk kupon demesinin beklendiini varsayalm. 4 aylk ve 9 aylk risksiz srekli bileik faiz oranlarnn yllk srasyla %3 ve %4 olduunu varsayalm. Vadeli fiyatn 910 $ olduunu varsayalm. Arbitraj imkan var m? yleyse, arbitraj frsatndan nasl yararlanrsnz?
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Financial management theory and practice
Authors: Eugene F. Brigham and Michael C. Ehrhardt
12th Edition
978-0030243998, 30243998, 324422695, 978-0324422696
