Banquete

Páginas: 2 (397 palabras) Publicado: 12 de noviembre de 2010
FOREX MARKET

Currency pair quotations:

[pic]

a. Determine all possible simple arbitrage and explain how you achieve a profit without risk.

GBP/USD

I can buy in UBS at 1,5502 GBP/USDand sell in Bank of America at 1,5505

I can buy in Santander at 1,5495 GBP/USD and sell in Bank of America at 1,5505GBP/USD.

USD/CHF

I can buy in Bank of America at 1,0487 USD/CHF and sell inSantander at 1,0488 USD/CHF

AUD/USD

I can buy in Bank of America at 0,9015 AUD/USD and sell in Santander at 0,9016 AUD/USD

b. Calculate all possible cross rates

BANK OF AMERICABID ASK

EUR/AUD 1,4407 1,4484

From

EUR/USD1,2988 1,3055

AUD/USD 0,9013 0.9015

UBSBID ASK

GBP/JPY 134,7543 134,9030

From

GBP/USD1,5489 1,5502

USD/JPY 87 87,023

SANTANDER

GBP/CHF1,6244 1,6254

From

GBP/USD 1,5489 1,5495USD/CHF 1,0488 1,049

BANK OF AMERICA

CHF/AUD 1,05771,0582

From

USD/CHF 1,0485 1,0487

AUD/USD 0,9013...
Leer documento completo

Regístrate para leer el documento completo.

Estos documentos también te pueden resultar útiles

  • Banquetes
  • banquetes
  • El banquete
  • banquete
  • Banquetes
  • banquetes
  • Banquetes
  • el banquete

Conviértase en miembro formal de Buenas Tareas

INSCRÍBETE - ES GRATIS