Covered arbitrage with currency options : a theoretical analysis
Year of publication: |
2005
|
---|---|
Authors: | Ghosh, Dilip K. ; Ghosh, Dipasri |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 16.2005, 1, p. 86-98
|
Subject: | Devisenoption | Currency option | Arbitrage | Zinsparität | Interest rate parity | Theorie | Theory |
-
International tax arbitrage, currency options and put-call parity conditions
Strobel, Frank, (2012)
-
Werteingrenzung und Bewertung von Devisenoptionen
Fong, Lawrence W., (1996)
-
Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P., (1988)
- More ...
-
Leverage and asset allocation under capital market distortion
Ghosh, Dilip K., (2010)
-
Cross-listed cross-currency assets and arbitrage with forwards and options
Ghosh, Dilip K., (2010)
-
Constancy and perpetuity : simplifying or camouflaging?
Ghosh, Dilip K., (2010)
- More ...