EQUILIBRIUM CONDITIONS OF FORWARD EXCHANGE MARKET EXPRESSED IN A SIMPLE GEOMETRIC STRUCTURE
Year of publication: |
2005
|
---|---|
Authors: | CHEN, JIANGUO ; BLENMAN, LLOYD P. |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 08.2005, 07, p. 915-932
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Foreign exchange rate | forward rate | arbitrage | forward swap |
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