The Valuation of Cross-Currency Interest-Sensitive Claims with Application to “Diff” Swaps

Advances in Computational Economics - Applications in Finance, Investments, and Banking ◽

10.1007/978-1-4757-3007-4_8 ◽

1999 ◽

pp. 285-333 ◽

Cited By ~ 2

Author(s):

Simon H. Babbs

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