Fx forwards by constructing two different portfolios both, Financial Econometrics

Fx forwards by constructing two different portfolios both

FX forwards By constructing two different portfolios, both of which are worth one unit of foreign currency at time T, prove by replication that the forward price at time t for one unit of foreign currency is given by

where X_t is the price at time t of one unit of foreign currency and T is the maturity of the forward contract.

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Financial Econometrics: Fx forwards by constructing two different portfolios both

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Financial Econometrics: Fx forwards by constructing two different portfolios both

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