Interest rates, commodity prices, and the cost-of-carry model

By Schnabel Jacques A.  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 11, Iss. 2, 2010-01 ,pp. : 221-223

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

A hybrid Markov-Functional model with simultaneous calibration to the interest rate and FX smile

By Fries Christian   Eckstaedt Fabian  

Quantitative Finance, Vol. 11, Iss. 4, 2011-04 ,pp. : 587-597

Routledge Ltd

Access to resources Recommend Favorite

Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility

By van Haastrecht Alexander   Pelsser Antoon  

Quantitative Finance, Vol. 11, Iss. 5, 2011-05 ,pp. : 665-691

Routledge Ltd

Access to resources Recommend Favorite

FX: The clearing conundrum

By Maguire Frances   Bessis Joel  

Journal of Risk Management in Financial Institutions, Vol. 5, Iss. 4, 2012-05 ,pp. : 356-358

Henry Stewart Publications

Access to resources Recommend Favorite

Time zone normalization of FX seasonality

By MASRY S.   DUPUIS A.   OLSEN R. B.   TSANG E.  

Quantitative Finance, Vol. 13, Iss. 7, 2013-07 ,pp. : 1115-1123

Routledge Ltd

Access to resources Recommend Favorite