Interest rate parity (IRP)

Published by admin on July 18th, 2010

Interest rate parity gives us a theoretical link between the spot currency exchange rate and the forward currency exchange rate (it is a flavor of the cost of carry model).

Duration : 0:8:21

5 Comments »

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Posted in rates

Tags: derivatives, excel, finance, Forwards, futures, interest, Parity, rate

5 Responses

1. cvitnu says:

   July 18, 2010 at 1:58 pm

   helped me with …
   helped me with preparation to exam, thanks
2. amulay1 says:

   July 18, 2010 at 1:58 pm

   thanks for your …
   thanks for your videos, I don’t have a financial educational background but your videos have so much simplicity that everyone can understand the concepts..
3. KLguy133 says:

   July 18, 2010 at 1:58 pm

   yes very nice david …
   yes very nice david – 1 of the few people who can explain things in straightforward non convoluted manner.
4. zyphyr27 says:

   July 18, 2010 at 1:58 pm

   Good explanation!
   Good explanation!
5. aztekirc says:

   July 18, 2010 at 1:58 pm

   Great! Please …
   Great! Please continue. Why not some arbitrage exercices from here?