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

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    $\begingroup$ Does this paper help? $\endgroup$ Oct 23, 2012 at 13:29
  • 1
    $\begingroup$ nice paper to explain the basic concepts. $\endgroup$
    – Matt Wolf
    Oct 23, 2012 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, 2012 at 15:12


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