✦ LIBER ✦

Cross-listed cross-currency assets and arbitrage with forwards and options

✍ Scribed by Dilip K. Ghosh; Dipasri Ghosh; Chandra Shekhar Bhatnagar

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing cross-currency options

✍ John Rumsey 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 353 KB

Bounds and prices of currency cross-rate

✍ San-Lin Chung; Yaw-Huei Wang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 295 KB

Cross-currency, cross-maturity forward e

✍ Francesco Nucci 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 147 KB

Cross Hedging with Currency Forward Cont

✍ Kit Pong Wong 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 590 KB

On the Pricing of Cross Currency Futures

✍ Calum G. Turvey; Shihong Yin 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 75 KB

Cross-hedging with futures and options:

✍ Donald Lien; Yan Wang 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 102 KB