A review of the quanto theory of exchange rates

Franzese, Francesca (A.A. 2016/2017) A review of the quanto theory of exchange rates. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 49. [Bachelor's Degree Thesis]

Full text for this thesis not available from the repository.


The asset pricing theory behind the model. The asset pricing equation. The quanto theory. The uncovered interest parity. The second result of the quanto theory. Empirics.


Bibliografia: pp. 48-49.

Thesis Type: Bachelor's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33)
Chair: Mathematical finance
Thesis Supervisor: Biagini, Sara
Academic Year: 2016/2017
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 13 Nov 2017 14:32
Last Modified: 13 Nov 2017 14:32
URI: https://tesi.luiss.it/id/eprint/19754


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