Efficient pricing and Greeks in the cross-currency LIBOR market model

Chris J. Beveridge, Mark S. Joshi and Will M. Wright

Year of publication:	2010
Authors:	Beveridge, Chris J. ; Joshi, Mark S. ; Wright, Will M.
Publisher:	Melbourne : Centre for Actuarial Studies, Fac. of Economics & Commerce, Univ. of Melbourne
Subject:	Derivat \| Derivative \| Währungsderivat \| Currency derivative \| Zinsstruktur \| Yield curve \| Theorie \| Theory

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10008806569

A service of the