作者Rickey (嗯嗯)
看板NCCU06FMGRAD
標題Re: [請益] 跪求國財管本週CASE原文Orz
時間Wed Apr 4 17:59:49 2007
※ 引述《Tennew (流星)》之銘言：
: 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?
=.=.....我也有問題，我看不懂Case裡面那個
Mex$12.9/$下美元的30天賣權 1%溢價
Mex$13.1/$下美元的30天買權 3%溢價
有人知道那個1%溢價和3%溢價是指什麼阿？
整個看不懂~~這章好難 Orz
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1F：推 kobeyang1019:我覺得溢價是指權利金耶＠＠ 04/05 00:20
2F：推 Rickey:權利金溢價?那權利金原本是多少阿?像合約的大小又是? 04/05 12:50
3F：→ Rickey:這題卡住後面通通都不能做> < 04/05 12:53
4F：推 kobeyang1019:我覺得PREMIUM就是權利金 權利金以合約金額計算 04/05 19:28
5F：推 Rickey:意思是賣權費用70萬，買權費用210萬? 04/05 23:02
6F：推 kobeyang1019:假如你合約金額是7000萬的話 04/05 23:46
7F：推 Rickey:原來如此，多謝! 04/05 23:58
8F：推 kobeyang1019:假如我第一推文就錯了。。。。。。 囧 04/06 13:12
9F：推 Rickey:寫到有點火大，管它的亂猜啦，錯了就算了~ 04/06 15:25