Currency total return swaps: valuation and risk factor analysis

Author: CUCHET ROMAIN  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.13, Iss.7, 2013-07, pp. : 1135-1148

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract