金融问题，请高手帮忙，在线等。。万分感谢

来源：百度知道编辑：UC知道时间：2024/06/19 22:33:14

1. Given WIBOR and WIBID rates, construct term structure of interest rates for both
rates (WIBOR and WIBID). Do it for 5 moments: the end of each quarter of 2008 and
the end of first quarter of 2009. Consider 7 rates: overnight, 1 week, 1 month, 3
month, 6 month, 9 month, 1 year. Provide the analysis, making comparisons: between
WIBOR and WIBID, between different rates for the same moment, between the same
rate for different moments

2. Given exchange rates (average) for USD/PLN and EUR/PLN, compute exchange rates
for EUR/USD. Do it for 15 moments: the end of each month of 2008 and the end of
each month of the first quarter of 2009. Provide the analysis, making comparisons
between calculated rates and actual rates. These actual rates are given for example at

http://fxtop.com/en/historates.php3

谢谢大家，不是要翻译，要的是怎么做这两道题

一个即期利率乘以一个将要到的即期利率=一个更长时间的远期利率- -

我那有PPT讲利率期限结构的

第二道题要用到TERM interest推出现期价格和远期价格的关系。。。

这个推导过程我那也有PPT= =

可以搜索啊

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