Conference publications

Interest-rate Parity Profit of Investment Ratio

Rozhneva V. K., Savina T. P.

"Математика. Компьютер. Образование". Cб. трудов XVI международной конференции. Под общей редакцией Г.Ю. Ризниченко Ижевск: Научно-издательский центр "Регулярная и хаотическая динамика", 2009. Vol. 1. Pp. 476-483. (accepted)

Procedure of profit of investment ratio recalculation from hard currency to rubbles and back is considered. It is shown that not only exchange rates at the beginning and at the end of financial operation should be taken into ac-count, but also the term of operation. A new theorem of interest-rate parity in view of the term of financial operation is suggested.

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