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CPQF Working Paper Series, Frankfurt School of Finance and Management >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/40194
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Wystup, Uwe | | en_US |
| dc.date.accessioned | | 2010-09-09 | | en_US |
| dc.date.accessioned | | 2010-09-24T09:04:21Z | | - |
| dc.date.available | | 2010-09-24T09:04:21Z | | - |
| dc.date.issued | | 2008 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/40194 | | - |
| dc.description.abstract | | A quanto option can be any cash-settled option, whose payoff is converted into a third currency at maturity at a pre-specified rate, called the quanto factor. There can be quanto plain vanilla, quanto barriers, quanto forward starts, quanto corridors, etc. The valuation theory is covered for example in [3] and [1]. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Frankfurt School of Finance & Management Frankfurt, M. | | en_US |
| dc.relation.ispartofseries | | CPQF Working Paper Series 10 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.stw | | Devisenoptionsgeschäft | | en_US |
| dc.subject.stw | | Optionspreistheorie | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Foreign exchange quanto options | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 573774803 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:cpqfwp:10 | | - |
| Appears in Collections: | | CPQF Working Paper Series, Frankfurt School of Finance and Management
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