Immunizing foreign exchange contracts against swap rate and volatility risks
Mark B. Garman
| Year of publication: |
1989
|
|---|---|
| Authors: | Garman, Mark B. |
| Published in: |
Journal of international financial management and accounting. - Oxford : Blackwell, ISSN 0954-1314, ZDB-ID 1052485-X. - Vol. 1.1989, 1, p. 41-54
|
| Subject: | Währungsderivat | Currency derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001083397