Foreign currency option pricing and properties of ex-ante exchange rate variability changes
Fatih Akin
Year of publication: |
1992
|
---|---|
Authors: | Akin, Fatih |
Subject: | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | CAPM | Theorie | Theory | Welt | World |
Saved in:
Saved in favorites
Similar items by subject
-
Volatility models of exchange-rate dynamics and the pricing of foreign-currency options
Kaehler, Jürgen, (1994)
-
Consumption risk and FX trading returns
Klein, Alina F., (2012)
-
The cross-section of currency volatility premia
Della Corte, Pasquale, (2021)
- More ...
Similar items by person