Correlation risk in cross currency options
Matthias Schäfer
| Year of publication: |
1994
|
|---|---|
| Authors: | Schäfer, Matthias |
| Institutions: | Université de Lausanne / École des Hautes Études Commerciales (contributor) |
| Publisher: |
Lausanne |
| Subject: | Währungsderivat | Currency derivative | CAPM | Hedging | Theorie | Theory |
| Extent: | 53 S. : graph. Darst |
|---|---|
| Series: | Programme postgrade en banque et finance : mémoire de diplôme. - Lausanne, ZDB-ID 2529905-0. - Vol. 9401 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000905516