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ABSTRACT
I . On The Role of Currency Options Contract
II . Basic Arbitrage Considerations
III. F oward-Covered Interest Rate Parity: A Brief Review
IV. Option-Covered Interest Rate Parity
A. Option-Covered Interest Arbitrage
B. A Numerical Example
V. A Multi-Period Extension
A. A MuHi-Periocl Currency Option Pricing Moclel
B. Currency Faward-Option Parity
VI. Concluding Remarks
REFERENCES
I . On The Role of Currency Options Contract
II . Basic Arbitrage Considerations
III. F oward-Covered Interest Rate Parity: A Brief Review
IV. Option-Covered Interest Rate Parity
A. Option-Covered Interest Arbitrage
B. A Numerical Example
V. A Multi-Period Extension
A. A MuHi-Periocl Currency Option Pricing Moclel
B. Currency Faward-Option Parity
VI. Concluding Remarks
REFERENCES
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