Evaluating the Risk of a Currency Swap : A Methodology Based On Multivariate-Bionomial Approximation
Year of publication: |
[2001]
|
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Authors: | Ho, T. S. |
Other Persons: | Stapleton, Richard C. (contributor) ; Subrahmanyam, Marti G. (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: European Financial Management, 1998 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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