Currency total return swaps: valuation and risk factor analysis (Q5397446)

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scientific article; zbMATH DE number 6260396
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English
Currency total return swaps: valuation and risk factor analysis
scientific article; zbMATH DE number 6260396

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    Currency total return swaps: valuation and risk factor analysis (English)
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    20 February 2014
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    credit derivatives
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    credit risk
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    currency derivatives
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    derivative instruments
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