The risk of a currency swap: a multivariate-binomial methodology
Year of publication: |
1998
|
---|---|
Authors: | Ho, T.S. ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
Published in: |
European Financial Management. - European Financial Management Association - EFMA. - Vol. 4.1998, 1, p. 9-27
|
Publisher: |
European Financial Management Association - EFMA |
Saved in:
freely available
Saved in favorites
Similar items by person
-
A Two Factor No-Arbitrage Model of the Term Structure of Interest Rates
Ho, T.S., (1996)
-
The valuation of American options on bonds
Ho, T.S., (1997)
-
The Risk of a Currency Swap: A Multivariate-Bionomial Methodology
Ho, T.S., (1998)
- More ...