Exchange rate and term structure dynamics and the pricing of derivative securities
By: by Lars Tyge Nielsen and Jesús Saa-Requejo.
Contributors: Saa-Requejo, Jesús.
Series: Working papers / INSEAD -- no.92/72/FIN
Publisher: INSEAD
Published: 1992
Place of publication: Fontainebleau
Language: eng
Number of pages: 42
Subjects: Securities -- Econometric models.; Interest rates -- Econometric models.; Pricing -- Econometric models.