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http://hdl.handle.net/11718/12609| Title: | Calculating correlation among currency trios using implied volatility |
| Authors: | Bandopadhya, Arghya Prabhudesai, Ashish |
| Keywords: | British Pound;Japanese Yen;US Dollar;Exchange Rate;Future Exchange Rate;Historical Spot Data;Foreign Exchange |
| Issue Date: | Mar-2001 |
| Publisher: | Indian Institute of Management, Ahmedabad |
| Series/Report no.: | SP;790 |
| URI: | http://hdl.handle.net/11718/12609 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP 2001_790.pdf Restricted Access | 572.12 kB | Adobe PDF | View/Open Request a copy |
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