公式秘钥里有一个这样的公式

NO.PZ2023061903000027

问题如下：

Q. The JPY/AUD spot exchange rate is 82.42, the Japanese yen interest rate is 0.15 percent, and the Australian dollar interest rate is 4.95 percent. If the interest rates are quoted on the basis of a 360-day year, the 90-day forward points in JPY/AUD would be closest to:

选项：

A.–377.0.
B.–97.7. C.98.9.

解释：

B is correct. The forward exchange rate is given by:

F_{\frac{J P Y}{A U D}} = S_{\frac{J P Y}{A U D}} (\frac{1 + r_{J P Y} τ}{1 + r_{A U D} τ}) = 82.42 (\frac{1 + 0.0015 (\frac{90}{360})}{1 + 0.0495 (\frac{90}{360})})

= 82.42 \times 0.98815 = 81.443.

The forward points are as follows:

100 × (F × S) = 100 × (81.443 – 82.42) = 100 × (–0.977) = –97.7.

Because the spot exchange rate is quoted with two decimal places, the forward points are scaled by 100.

那个带e的公式是什么时候用的？

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1 个答案

笛子_品职助教 · 2024年11月05日

嗨，从没放弃的小努力你好：

那个带e的公式是什么时候用的？

Hello，亲爱的同学~

带e的公式，是连续复利。

即每天赚到的利息，再投资进去。

这个公式在《经济学》学科中，从来都不会使用。

仅仅在《衍生品》学科有运用。

同学考试的时候，判断一下考题出自哪个学科即可。

就这道题来说，这是一道《经济学》的题目，因此不会使用带e的公式。

----------------------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！

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答案判断及提示不正确题目要求F，但解析直接说F=81.443，怎么来的？

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NO.PZ2023061903000027 问题如下 Q. The JPY/AUspot exchange rate is 82.42, the Japanese yen interest rate is 0.15 percent, anthe Australillinterest rate is 4.95 percent. If the interest rates are quoteon the basis of a 360-y year, the 90-y forwarpoints in JPY/AUwoulclosest to: A.–377.0. B.–97.7. C.98.9. B is correct. The forwarexchange rate is given by:FJPYAUSJPYAU+rJPYτ1+rAU=82.421+0.0015903601+0.049590360=82.42×0.98815=81.443.The forwarpoints are follows:100 × (F × S) = 100 × (81.443 – 82.42) = 100 × (–0.977) = –97.7.Because the spot exchange rate is quotewith two cimplaces, the forwarpoints are scale100. forwarpoints 定义是什么，forwarpoints = forwarpri- spot price这个知识点在哪里呢？

2024-08-15 22:38 1 · 回答

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