3749随机过程中等essaymedium
Domestic Price of a Foreign Cashflow
题目
A payoff is a fixed amount in foreign currency paid at T, but you want its domestic-currency value. Which numeraire choice is convenient conceptually?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
题目
A payoff is a fixed amount in foreign currency paid at T, but you want its domestic-currency value. Which numeraire choice is convenient conceptually?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。