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Interest rates / Foreign exchange market / Mathematical finance / International finance / Foreign-exchange option / Forward exchange rate / Hull–White model / Power reverse dual currency note / Exchange rate / Economics / Finance / Financial economics


Efficient pricing and Greeks in the cross-currency LIBOR market model Chris J. Beveridge, Mark S. Joshi and Will M. Wright The University of Melbourne October 14, 2010
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Document Date: 2013-08-05 02:12:15


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File Size: 454,45 KB

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