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Quanto Swaps
Posted: September 25th, 2006, 1:37 pm
by paladin
Can Somebody suggest some good reading material on quanto swaps.
Quanto Swaps
Posted: September 28th, 2006, 6:59 pm
by oakgrove
"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.
Quanto Swaps
Posted: September 29th, 2006, 7:09 am
by WilmottBookshop
Corporate Derivatives: Practical Insights for Real-Life Understanding is available from the Wilmott Bookshop.