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Risk-free profits with forward contracts in exchange rates and interest rates

โœ Scribed by Dilip K. Ghosh

Book ID
114340077
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
913 KB
Volume
7
Category
Article
ISSN
1042-444X

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This article is based on the first chapter of the author's doctoral dissertation at the University of California at Berkeley. Thanks are due to the dissertation committee members: Gerard Gennotte, Hayne Leland, Pravin Varaiya, and especially, David Modest. Funding from the Norwegian Council for Rese