1. avatar says

    Hi tutor , there’s a currency option question named NTC from June 2002 paper and option cost is required , data is payment in 3 months $278995
    Spot ($/£) 1.4358_1.4366
    3 months rate 1.4285_1.4300
    Contract size 31250
    Strike price 1.44
    Premium 4.35
    Option outcome is £199478
    how to find option cost with this data
    Please guide me

  2. Profile photo of christopheryaheya says

    Hi all

    There is a Question from 2006 Exams (Arnbrook Plc) on interest rate swap. Can somebody help me with part C of the question on how we get the 0.45% to add to our LOBOR in order to determine the interest rate which was also used as Discount Factors for obtaining the present values of savings from Swap.

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