The risk of a currency swap: a multivariate-binomial methodology

Lancaster University

Research output: Working paper

Published

Standard

The risk of a currency swap: a multivariate-binomial methodology. / Subrahmanyam, M G; Stapleton, R C; Ho, T S.
Lancaster University: The Department of Accounting and Finance, 1997. (Accounting and Finance Working Paper Series).

Research output: Working paper

Harvard

Subrahmanyam, MG, Stapleton, RC & Ho, TS 1997 'The risk of a currency swap: a multivariate-binomial methodology' Accounting and Finance Working Paper Series, The Department of Accounting and Finance, Lancaster University.

APA

Subrahmanyam, M. G., Stapleton, R. C., & Ho, T. S. (1997). The risk of a currency swap: a multivariate-binomial methodology. (Accounting and Finance Working Paper Series). The Department of Accounting and Finance.

Vancouver

Subrahmanyam MG, Stapleton RC, Ho TS. The risk of a currency swap: a multivariate-binomial methodology. Lancaster University: The Department of Accounting and Finance. 1997. (Accounting and Finance Working Paper Series).

Author

Subrahmanyam, M G ; Stapleton, R C ; Ho, T S. / The risk of a currency swap: a multivariate-binomial methodology. Lancaster University : The Department of Accounting and Finance, 1997. (Accounting and Finance Working Paper Series).

Bibtex

@techreport{2dbe5a34381445cc9ade9b0a6ad1b652,

title = "The risk of a currency swap: a multivariate-binomial methodology",

author = "Subrahmanyam, {M G} and Stapleton, {R C} and Ho, {T S}",

year = "1997",

language = "English",

series = "Accounting and Finance Working Paper Series",

publisher = "The Department of Accounting and Finance",

type = "WorkingPaper",

institution = "The Department of Accounting and Finance",

}

RIS

TY - UNPB

T1 - The risk of a currency swap: a multivariate-binomial methodology

AU - Subrahmanyam, M G

AU - Stapleton, R C

AU - Ho, T S

PY - 1997

Y1 - 1997

M3 - Working paper

T3 - Accounting and Finance Working Paper Series

BT - The risk of a currency swap: a multivariate-binomial methodology

PB - The Department of Accounting and Finance

CY - Lancaster University

ER -

Research