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

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    $\begingroup$ Does this paper help? $\endgroup$ – chrisaycock Oct 23 '12 at 13:29
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    $\begingroup$ nice paper to explain the basic concepts. $\endgroup$ – Matthias Wolf 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

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