Suppose Y 0 = 145 yen/dollar, Nikkei moved from 38,000 to 30,000, then dollar depreciate to Y
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Suppose Y 0 = 145 yen/dollar, Nikkei moved from 38,000 to 30,000, then dollar depreciate to Y 1 = 110 yen/dollar,
Calculate GS’s payoff from newly designed Nikkei put warrants sold to retail investors, its short position in newly designed Nikkei put warrants
Related Book For
Introduction to Probability
ISBN: 978-0716771098
1st edition
Authors: Mark Daniel Ward, Ellen Gundlach
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