Numerical Cases

by / On November 20, 2021 / In Business and Management, Undergraduate

Numerical Cases (Triangular 3%, Rectangular 3%)

Please collect the foreign exchange rates data of any day during this semester 2/1-4/10/2021.

Use the data to create two numerical cases of arbitrages: One triangular arbitrage and the other is rectangular arbitrage. Please ignore the transaction costs (bid-ask spreads). Please briefly describe the cases with necessary sentences and equations. (Rubrics: explanation 1pt. computation 1pt. data 1pt).