Forum: Currencies
July 4th, 2016, 10:20 AM
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Replies: 14
Views: 6,892
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Forum: Currencies
July 4th, 2016, 10:14 AM
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Replies: 14
Views: 6,892
Response
Hey guys,
Thanks for all the answers, all look great but not really answering my question. An example may help.
If a 6 month GBP (6 month so convergence wont be that substantial Im guessing)...
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Forum: Currencies
July 3rd, 2016, 10:21 PM
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Replies: 14
Views: 6,892
FX spot future parity theorem correlation query
Hi,
Complete newbie to futures, not to FX spot, so I do apologise for the probably dull and infant nature of my question.
IF currency futures are priced using the spot-future parity theorem...
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