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The document provides examples of calculating currency exchange rates, premiums/discounts, and identifying arbitrage opportunities based on given spot and forward rates between different currencies. It includes 11 problems covering topics like outright forward rates, currency exchange with exchange margins, triangular arbitrage, interest rate parity, inflation rate parity, and identifying arbitrage profits based on spot and forward rates between INR, USD, EUR and other currencies. The problems demonstrate h

Author

deepeshmahajan

Language

EN