2
$\begingroup$

How would one price a derivative denominated in EUR that pays in USD?

$\endgroup$
  • 4
    $\begingroup$ Does this paper help? $\endgroup$ – chrisaycock Oct 23 '12 at 13:29
  • 1
    $\begingroup$ nice paper to explain the basic concepts. $\endgroup$ – Matt Oct 23 '12 at 13:53
  • $\begingroup$ @chrisaycock: thank you I will have a look, my stochastic calculus is quite bad so I may struggle a bit. $\endgroup$ – BlueTrin Oct 23 '12 at 15:12

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.