derivatives经典题通关课Currency的1.2题
1.2 Rosario Delgado is an investment manager in Spain.......Calculate the net cash flow (in euros) to maintain the desired hedge. Show your calculations.(增课后题 34)
答案里EUR2,357,175 为啥不需要折现呢？这个forward是下一个月的notional principle 卖2.65M USD，价值上来看还是应该折现的啊
