Serving the Quantitative Finance Community
Quanto Swaps
Can Somebody suggest some good reading material on quanto swaps.
Quanto Swaps
"Corporate Derivatives" by Risk Books (2006) has a whole chapter on the practical applications of quantos and how they have historically behaved and under which market conditions they are feasible. Lots of real-life examples. No math or modelling stuff.
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Quanto Swaps
Corporate Derivatives: Practical Insights for Real-Life Understanding is available from the Wilmott Bookshop.