外汇期货定价 Pricing on Foreign Exchange Futures 利率平价理论 Interest rate parity theorem 用美元和英镑来举例 Developed using the US Dollar and British pound 1+s F0=1 where F:是远期价格 is the forward price Eo为当前两种货币的汇率 is the current exchange rate 23-423-4 利率平价理论Interest rate parity theorem 用美元和英镑来举例Developed using the US Dollar and British Pound T UK US r r F E         + + = 1 1 0 0 where F0 : 是远期价格 is the forward price E0: 为当前两种货币的汇率 is the current exchange rate 外汇期货定价 Pricing on Foreign Exchange Futures