作者Rickey (嗯嗯)
看板NCCU06FMGRAD
标题Re: [请益] 跪求国财管本周CASE原文Orz
时间Wed Apr 4 17:59:49 2007
※ 引述《Tennew (流星)》之铭言：
: 2.
: What is the hedging cost of DKNY’s payable using a forward market hedge?
: 3.
: What is the hedging cost of DKNY’s payable using a money market hedge?
: 4.
: What is the hedging cost of DKNY’s payable using a put option?
: 5.
: At what exchange rate is the cost of the put option just equal to the cost
: of the forward market hedge? To the cost of the money market hedge?
: 6.
: How can DKNY construct a currency dollar? What is the net premium paid
: for the currency collar? Using this currency collar, what is the net dollar
: cost of the payable if the spot rate in 30 days is Mex＄12.8/＄?
: Mex＄13.1/＄? Mex＄13.4?
=.=.....我也有问题，我看不懂Case里面那个
Mex$12.9/$下美元的30天卖权 1%溢价
Mex$13.1/$下美元的30天买权 3%溢价
有人知道那个1%溢价和3%溢价是指什麽阿？
整个看不懂~~这章好难 Orz
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1F：推 kobeyang1019:我觉得溢价是指权利金耶＠＠ 04/05 00:20
2F：推 Rickey:权利金溢价?那权利金原本是多少阿?像合约的大小又是? 04/05 12:50
3F：→ Rickey:这题卡住後面通通都不能做> < 04/05 12:53
4F：推 kobeyang1019:我觉得PREMIUM就是权利金 权利金以合约金额计算 04/05 19:28
5F：推 Rickey:意思是卖权费用70万，买权费用210万? 04/05 23:02
6F：推 kobeyang1019:假如你合约金额是7000万的话 04/05 23:46
7F：推 Rickey:原来如此，多谢! 04/05 23:58
8F：推 kobeyang1019:假如我第一推文就错了。。。。。。 囧 04/06 13:12
9F：推 Rickey:写到有点火大，管它的乱猜啦，错了就算了~ 04/06 15:25