California State Polytechnic University, Pomona
(X-M) + (CI-CO) +(FI-FO) + FXB = BOP
[pic]
[pic]
[pic]
[pic]
[pic]
[pic]
[pic]
[pic]
[pic]
[pic]
[pic]
i = r + ( + r(
i$ = r$ + ($ ; iFC = rFC + (FC
[pic]
[pic]
Buyer of Call Option: Profit/Loss = Spot Rate – (Strike Price + Premium)
Writer of Call Option: Profit/Loss = Premium –(Spot Rate –Strike Price)
Buyer of Put Option: Profit/Loss = Strike Price – (Spot Rate + Premium)
Writer of Put Option: Profit/Loss = Premium – (Strike Price – Spot Rate)
RCHp = NCHp - NCp
RCHr = NRr - NRHr
[pic]
(Size of Option)*(Premium)*(Spot Rate) = (Cost of Option)
Net Exposed Assets = Exposed Assets – Exposed Liabilities
[pic]
[pic]
[pic]
[pic]
[pic]
-----------------------
FRL 453
Multinational Financial Management
Formula Sheet
[pic][pic]
[pic]
[pic]
[pic]
Note: Variable “S” represents direct quotation of exchange rate. The Textbook uses “e” instead of “S”, so “e” and “S” are interchangeable in the equations.
................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related searches
- california state university system
- california state university second bachelor s
- california state university tuition
- california state university jobs
- california state university system schools
- california state university system wiki
- california state university application log in
- california state university campuses list
- california state university log in
- california state university application deadline
- california state university tuition fee
- california state university fees