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Quant版 - 有人了解MS foreign exchange strats吗?
相关主题
菜鸟请教积分问题Question about the Foreign Exchange Market
chimbo 的三个金融题目请大家推荐简短的foreign exchange 的书
forward price of foreign currencyHighbridge Capital
关于BS关于GS的Strategies Group
有人收到过今年MS intern的第一面么?Equity Exotics / Vol Junior Desk Strat
贡献一些面试题(GS,BarCap,Credit Suisse,etc.)GS 的 desk quant 和 flow quant 有什么区别啊?
after-tax operating cash flow有人面过GS的investment strategy group么?
最近两天人民币对美元贬值了很多GS的core strategy group?
相关话题的讨论汇总
话题: exchange话题: foreign话题: ms话题: strats话题: ir
进入Quant版参与讨论
1 (共1页)
s*****g
发帖数: 77
1
如题啊。下下周有个面试,请问版上有没有面过或者了解的啊?
不知道做foreign exchange的都用什么方法,model啊?
s*****g
发帖数: 77
2
自己顶啊~有人了解foreign exchange现在都怎么做吗?
s*****g
发帖数: 77
3
版上这么多牛人,难道没人知道吗?
c****o
发帖数: 1280
4
shreve上有一章change of numeria里面我觉得讲的挺好的。。。。。不过很基本,可
以建议看看。
以前小芝麻他爹也推荐过一个链接,可以在本版找找。

【在 s*****g 的大作中提到】
: 如题啊。下下周有个面试,请问版上有没有面过或者了解的啊?
: 不知道做foreign exchange的都用什么方法,model啊?

g*****1
发帖数: 18
5
My guess is to long high interest rate currency and short low IR currency,
and take a reverse position in forward contract. Based on interest rate
parity, the high IR currency is expected to depreciate and low IR currency
to do the opposite. However, In most cases, the expected depreciation/
appreciation does not follow interest rate parity. As a result, you get the
benefit of interest rate differences, and favorable move in FX rate.
Just my vague memory.
s*****g
发帖数: 77
6
Thank you , Chimbo and gamma11 for your valueable input!
I don't know if I have baozi and how to give baozi to you( never do this
before).
But if I can pass the second round, I will give baozi to you!
1 (共1页)
进入Quant版参与讨论
相关主题
GS的core strategy group?有人收到过今年MS intern的第一面么?
Prepare for 1-hour-quiz GS - core Infrastructure Strat贡献一些面试题(GS,BarCap,Credit Suisse,etc.)
Equity Strats 一般是做啥的?after-tax operating cash flow
比较两个offer最近两天人民币对美元贬值了很多
菜鸟请教积分问题Question about the Foreign Exchange Market
chimbo 的三个金融题目请大家推荐简短的foreign exchange 的书
forward price of foreign currencyHighbridge Capital
关于BS关于GS的Strategies Group
相关话题的讨论汇总
话题: exchange话题: foreign话题: ms话题: strats话题: ir