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.

Abstract/Index

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.

References

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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