INTRODUCING THE COVARIANCE SWAP - Techniques for hedging by using the correlation between two currency pairs.
Year of publication: |
1999
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Authors: | Carr, Peter ; Madan, Dilip |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 12.1999, 2, p. 47-51
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Saved in:
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