Lanfen Liu

Beihang University (BUAA) - School of Economic and Management Science

37 Xue Yuan Road

Beijing 100083

China

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A Study on Chinese Yuan Index and its Derivatives

Number of pages: 11 Posted: 13 Jan 2010 Last Revised: 15 Jan 2010
Lanfen Liu and Liyan Han
Beihang University (BUAA) - School of Economic and Management Science and Beihang University (BUAA) - School of Economic and Management Science
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Abstract:

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Foreign exchange index, USDX , CNYX, futures and options pricing