交叉匯率及三角套利(triangular arbitrage)一問 - 金融分析師

By Enid
at 2008-04-12T07:49
at 2008-04-12T07:49
Table of Contents
請問...
有沒有熟悉「外匯三角套利」理論或者實務操作的大大
我的問題是..
要利用銀行的外匯報價(計算隱含匯率)及銀行的直接交叉匯率報價
三角套利中的三種國幣,一種一定要是台幣,另外兩種不限,
買價(bid)、賣價(ask)的報價可來自不同銀行,
完全不考率任何的交易成本,進行買低賣高的套利。
想請問,我該選擇怎樣的幣別才能獲取較高的套利機會呢?
該怎麼進行這個套利、從哪裡下手才對呢?
因為我現在唯一想到的方法是..慢慢的去try各國報價。
這是我們的期中報告..不曉得在這裡問妥不妥...
如果不行可以幫忙我轉到適合的版嗎..大大大感謝 ^^
如果願意提供我意見的也可以寄站內信給我呦!!非常感激 :)
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