Please use this identifier to cite or link to this item: 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

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