Mitsuhiro Okano
Mitsuhiro Okano
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Deriving approx. Uncovered Interest Parity
This draft is very preliminary. We derive approximated version of Uncoverd Interest Parity (UIP) from original UIP with/without using logarism and Taylor expansion. In other words, we convert $$1+i = (1+i^*)E^e/E$$
Last updated on Apr 21, 2023
2 min read
Owned Media
I made my own homepage using the following services: Hugo Vercel Netlify Github VSCode + WSL2 + Remote Container Avatar picture was taken in 2013, that means he’s trying to make himself look as good as possible.
Last updated on Dec 29, 2022
1 min read
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