Currency Total Return Swaps: Valuation and Risk Factor Analysis
نویسندگان
چکیده
منابع مشابه
Currency Total Return Swaps : Valuation and Risk Factor Analysis ∗
∗Corresponding author: Pascal François, HEC Montreal, Department of Finance, 3000 Cote-SteCatherine, H3T 2A7 Montreal, Canada. Mail to: [email protected]. We thank ING for kindly providing us with CTRS data, and Laurent Bodson for excellent research assistance. Financial supports from SSHRC (François) and Deloitte Luxemburg (Hübner) are gratefully acknowledged. All remaining errors are ours.
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2011
ISSN: 1556-5068
DOI: 10.2139/ssrn.1857055