Currency total return swaps: valuation and risk factor analysis (Q5397446)
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scientific article; zbMATH DE number 6260396
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Currency total return swaps: valuation and risk factor analysis |
scientific article; zbMATH DE number 6260396 |
Statements
Currency total return swaps: valuation and risk factor analysis (English)
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20 February 2014
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credit derivatives
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credit risk
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currency derivatives
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derivative instruments
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0.7535954713821411
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0.7289974093437195
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0.7218418717384338
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