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https://hdl.handle.net/10419/40194
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Wystup, Uwe | en |
dc.date.accessioned | 2010-09-09 | - |
dc.date.accessioned | 2010-09-24T09:04:21Z | - |
dc.date.available | 2010-09-24T09:04:21Z | - |
dc.date.issued | 2008 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aFrankfurt School of Finance & Management, Centre for Practical Quantitative Finance (CPQF) |cFrankfurt a. M. | en |
dc.relation.ispartofseries | |aCPQF Working Paper Series |x10 | en |
dc.subject.ddc | 330 | en |
dc.subject.stw | Devisenoptionsgeschäft | en |
dc.subject.stw | Optionspreistheorie | en |
dc.subject.stw | Theorie | en |
dc.title | Foreign exchange quanto options | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 829996311 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:cpqfwp:10 | en |
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