Ryshi

[Ryshi]

Up

2

Down

::

So for something like Fama-french has 3 components: mkt prem, small cap rem, and book to mkt prem
I should memorize along the lines of a French Farmer has 3 cows: 1 sold to the mkt, 1 is smaller than the big ones, and 1 loves reading books

and he sells the cow to a Pastor S for money so liquidity premium 😀

Could you post more of your memory ideas?

[Ryshi]

Up

3

Down

::

Nevermind I think “Hedge $CAD exposure” is equivalent to “Pay $CAD initially”, so:

Initial:
Party A pays $CAD receive $USD

Periodically:
Party A receives $CAD coupon and pays $USD

Termination:
Party A receives back $CAD principal and pays $USD principal.

[Author]

Posts