Professor Ted Azarmi's Forum

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1
Dear Mr. Azarmi,

attached you can find my homework.

Kind regards,

Annette Martel (195953)
2
Lecture 2: Covered Interest Arbitrage / Homework "Covered Interest Arbitrage"
« Last post by Elenacs on October 14, 2019, 11:20:39 pm »
These are my homework of the Lecture 2.
3
Lecture 2: Covered Interest Arbitrage / Homework Interest Parity
« Last post by pzitzer on October 14, 2019, 09:02:25 pm »
Dear Mr. Azarmi,

attached you can find my homework.

Kind regards

Patrick Zitzer (199142)
4
Lecture 2: Covered Interest Arbitrage / Homework 2
« Last post by psawyer on October 14, 2019, 08:25:58 pm »
Enclosed Homework 2 - Covered Interest Arbitrage

Alisa Goal
200947
5
Lecture 2: Covered Interest Arbitrage / Covered interest arbitrage
« Last post by mquintan on October 14, 2019, 01:01:32 pm »
Hello!

These are my homework about covered interest arbitrage.

Thank you.
6
Lecture 2: Covered Interest Arbitrage / Homework IRP
« Last post by ciorga on October 14, 2019, 12:10:01 pm »
Please, find attached my homework.
Iorga Constantin Alexandru.
7
$1= 107.91 Yen
$1= 0.87 Euro
Quoted rate in Tokyo is: 128.03

-   In London, the implied rate for 1€=Yen is: 107.91 Yen / 0.87 Euro = 1€
 1€ =>  124.03 Yen on the London market.
-   In Tokyo, euro is more expensive  because we pay 128.03 >124.03 (In London), therefore, we will sell € in Tokyo and buy from London.

1.   Sell 1.000.000€ in Tokyo
1.000.000 x  128.03 Y = 128.030.000

2.   Convert 128.030.000 Yen into $ to buy in London at 107.91 Yen
128.030.000 / 107.91  = $1.186.451,67

3.   Convert $ to € in London at 0.87€
$1.186.451.67 x 0.87 =1.032.212,95

Arbitrage Profit = 1.032.212.95-1.000.000 = 32.212.95€
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Lecture 2: Covered Interest Arbitrage / Paloma García Blanco
« Last post by pgarciab on October 13, 2019, 08:13:46 pm »
Good afternoon,
Here i attached the Interest Rate Parity Homwork for this week.
Thank you beforehand.
Paloma García Blanco (ID: 204859)
9
Lecture 2: Covered Interest Arbitrage / HW: IRP
« Last post by dbihorac on October 12, 2019, 06:17:41 pm »
Dear Mr. Azarmi,

attached you can find my homework.

Kind regards

Demir Bihorac (200423)
10
Lecture 2: Covered Interest Arbitrage / HW 2 Covered Interest Arbitrage
« Last post by Deniz Kaya on October 11, 2019, 03:20:17 pm »
Dear Mr Azarmi,
you can find my homework 2 in the attachement.
Best regards,
Deniz Kaya
200436
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