Published December 22, 2022
| Version v1
Presentation
Open
Cross Currency Option Valuation
Creators
Description
A cross currency option is a currency translated option of the type foreign equity option struck in domestic currency, which is a call or put on a foreign asset with a strike price set in domestic currency and payoff measured in domestic currency.
Notes
Files
CrossCcyOption.pdf
Files
(106.1 kB)
Name | Size | Download all |
---|---|---|
md5:e2ac90cf8bffaf7ae31dabddd1b93662
|
106.1 kB | Preview Download |