Timeline for Why is the hedging cost using forwards $\frac{F-S}{S}$ and how is this related to Carry?
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Feb 13, 2020 at 17:45 | history | edited | Valometrics.com | CC BY-SA 4.0 | added 227 characters in body |
| Feb 13, 2020 at 17:31 | comment | added | Valometrics.com | Yes i'm assuming $S=EUR/USD$ and you should be short USD as you get back your bond nominal which is S USD. I edited my answer for more details. | |
| Feb 11, 2020 at 21:15 | comment | added | math | Why do I get $F$ USD at maturity? I want to short USD and be long EUR in the forward market, no? | |
| Feb 11, 2020 at 21:03 | comment | added | math | So you are assuming $S=EUR/USD$ same for F right? | |
| Feb 8, 2020 at 21:52 | history | answered | Valometrics.com | CC BY-SA 4.0 |