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- W761439492 abstract "This paper develops interest rate parity in a framework that is easily implemented in Excel. The student can either be given the paper to see how the code is developed using the intuition of the interest rate parity framework or the student can be taught the interest rate parity framework and develop the Excel code as an assignment. Using either teaching method or the other exercises suggested in the paper ; the student is able to understand how traders exploit violations of interest parity and become more comfortable with basic concepts , such as, direct quotes and indirect quotes." @default.
- W761439492 created "2016-06-24" @default.
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- W761439492 date "2004-01-01" @default.
- W761439492 modified "2023-09-27" @default.
- W761439492 title "Interest Rate Parity in Excel" @default.
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