Cross Currency Valuation and Hedging in the Multiple Curve Framework
Year of publication: |
2020
|
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Authors: | Gnoatto, Alessandro |
Other Persons: | Seiffert, Nicole (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Kapitalmarkttheorie | Financial economics | Terminmarkt | Derivatives market | Simulation | Hedging |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 29, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3528307 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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