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Cross currency valuation and hedging in the multiple curve framework

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Authors and Corporations: Gnoatto, Alessandro (Author), Seiffert, Nicole (Author)
Title: Cross currency valuation and hedging in the multiple curve framework/ Alessandro Gnoatto, Nicole Seiffert
Type of Resource: E-Book
Language: English
published:
[Verona] Università die Verona, Department of Economics [2020]
Series: Working paper series ; WP number 3 (January 2020)
Subjects:
Terminmarkt
Zinsstruktur
Simulation
Kapitalmarkttheorie
Source: Verbunddaten SWB
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