The risk of a currency swap : a multivariate-binomial methodology
T. S. Ho, Richard C. Stapleton and Marti G. Subrahmanyam
| Year of publication: |
1998
|
|---|---|
| Authors: | Ho, Teng-suan |
| Other Persons: | Stapleton, Richard C. (contributor) ; Subrahmanyam, Marti G. (contributor) |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 4.1998, 1, p. 9-27
|
| Subject: | Währungsderivat | Currency derivative | Risiko | Risk | Zinsstruktur | Yield curve | Simulation | Theorie | Theory |