Derivatives book- Problem # 12 in page 131- Shouldn’t the Euro Interest rate be in the numerator, since Axia Corp. is based in Germany and you should use domestic ccy / Euro interest rate in numerator?
Derivatives book- Problem # 12 in page 131- Shouldn’t the Euro Interest rate be in the numerator, since Axia Corp. is based in Germany and you should use domestic ccy / Euro interest rate in numerator?