Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy (Q5312582)
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scientific article; zbMATH DE number 2200810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy |
scientific article; zbMATH DE number 2200810 |
Statements
Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy (English)
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1 September 2005
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Equity swaps
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term structure of interest rates
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risk-neutral valuation
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arbitrage-free pricing model
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