1. Homepage
  2. Programming
  3. BUS 215F/FIN 215F Python and Applications to Business Analytics - Exercise 1. Foreign Exchange (FX) Arbitrage

BUS 215F/FIN 215F Python and Applications to Business Analytics - Exercise 1. Foreign Exchange (FX) Arbitrage

Contact Us On WeChat
FinanceForeign ExchangePythonBusiness AnalyticsBUS 215FPython and Applications to Business AnalyticsFIN 215FPython and Applications to FinanceUKBrandeis University

Assignment: Foreign Exchange (FX) Arbitrage

Professor Ahmad Namini Python and Applications to Business Analytics Python and Applications to Finance CourseNana.COM

Exercise 1. Foreign Exchange (FX) Arbitrage

The foreign exchange (FX) market, where one currency is traded (exchanged) for another, is the largest financial market in the world, with about 5 trillion US dollars (USD) being traded everyday. This market determines the exchange rate for local currencies when someone travels abroad and when international banks settle accounts between each other. CourseNana.COM

If one wishes to convert currency A into currency B, one could do the following: CourseNana.COM

  • Sell currency A and simultaneously Buy currency B.

For currencies of underdeveloped nations, typically one converts to USD first and then converts the USD to the other currency. Converting from currency A to currency B one would do the following: CourseNana.COM

  1. Sell currency A and simultaneously Buy currency USD
  2. Sell currency USD and simultaneously Buy currency B

Graphically, one can see the process of converting from one currency to another currency if buy and sell quotes of any currency to and from USD is known. Also, a fee is usually present that accounts for the exchange trader (bank) to underwrite the transaction. CourseNana.COM

To model FX currency exchange rates from any two currencies, typically a quantitative analyst will create a weighted graph, where each node represents a currency (e.g. CNY, JPY, USD) and each edge represents the conversion to and from the currency and the base currency. The weighted graph’s edge cost is the FX conversion rate between the two end currencies. Attached with this assignment is Python code that uses the Dijkstra’s Algorithm for finding the shortest path from two nodes along a weighted network, i.e. what is the conversion rate between currencies A and currency B. From the results of the code given, modify the code so that CNY becomes the base currency and re-run to compute exchange rates between all currencies. Are they the same exchange rates when using USD or any other currency as the base currency. CourseNana.COM

Get Expert Help On This Assignment

Scan above qrcode with Wechat

Finance代写,Foreign Exchange代写,Python代写,Business Analytics代写,BUS 215F代写,Python and Applications to Business Analytics代写,FIN 215F代写,Python and Applications to Finance代写,UK代写,Brandeis University代写,Finance代编,Foreign Exchange代编,Python代编,Business Analytics代编,BUS 215F代编,Python and Applications to Business Analytics代编,FIN 215F代编,Python and Applications to Finance代编,UK代编,Brandeis University代编,Finance代考,Foreign Exchange代考,Python代考,Business Analytics代考,BUS 215F代考,Python and Applications to Business Analytics代考,FIN 215F代考,Python and Applications to Finance代考,UK代考,Brandeis University代考,Financehelp,Foreign Exchangehelp,Pythonhelp,Business Analyticshelp,BUS 215Fhelp,Python and Applications to Business Analyticshelp,FIN 215Fhelp,Python and Applications to Financehelp,UKhelp,Brandeis Universityhelp,Finance作业代写,Foreign Exchange作业代写,Python作业代写,Business Analytics作业代写,BUS 215F作业代写,Python and Applications to Business Analytics作业代写,FIN 215F作业代写,Python and Applications to Finance作业代写,UK作业代写,Brandeis University作业代写,Finance编程代写,Foreign Exchange编程代写,Python编程代写,Business Analytics编程代写,BUS 215F编程代写,Python and Applications to Business Analytics编程代写,FIN 215F编程代写,Python and Applications to Finance编程代写,UK编程代写,Brandeis University编程代写,Financeprogramming help,Foreign Exchangeprogramming help,Pythonprogramming help,Business Analyticsprogramming help,BUS 215Fprogramming help,Python and Applications to Business Analyticsprogramming help,FIN 215Fprogramming help,Python and Applications to Financeprogramming help,UKprogramming help,Brandeis Universityprogramming help,Financeassignment help,Foreign Exchangeassignment help,Pythonassignment help,Business Analyticsassignment help,BUS 215Fassignment help,Python and Applications to Business Analyticsassignment help,FIN 215Fassignment help,Python and Applications to Financeassignment help,UKassignment help,Brandeis Universityassignment help,Financesolution,Foreign Exchangesolution,Pythonsolution,Business Analyticssolution,BUS 215Fsolution,Python and Applications to Business Analyticssolution,FIN 215Fsolution,Python and Applications to Financesolution,UKsolution,Brandeis Universitysolution,