| 货币抵补套利的盈亏价值分析 |
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| 引用本文： | 胡建明.货币抵补套利的盈亏价值分析[J].价值工程,2001(6):21-23. |
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| 作者姓名： | 胡建明 |
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| 作者单位： | 河南机电高等专科学校, |
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| 摘 要： | 在货币利息套汇中做抵补交易 (常用远期外汇交易进行套利中的抵补 ) ,事先做好抵补套利的盈亏价值分析 ,能使货币套利者获得预期收益 ,风险小。本文就此及其相关问题做些探讨。
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| 关 键 词： | 抵补套利 远期汇率 升水(贴水)率 |
A Study on Gain and Loss Analysis of Arbitrage |
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| Abstract: | Arbitrage is an operation through which an arbitrager can gain prospective revenue. However, a loss may occur sometimes. In order to reduce the risk of arbitrage,arbitragers usually use forward exchange transactions to compensate the possible losses.So it is necessary to analyze the gain and loss of arbitrage. The author hereby makes a study upon this aspect. |
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| Keywords: | Arbitrage Forward Exchange Rate Premium(Agio) |
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