Nicole Seiffert

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

32

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Cross Currency Valuation and Hedging in the Multiple Curve Framework

Number of pages: 38 Posted: 25 Feb 2020
Alessandro Gnoatto and Nicole Seiffert
University of Verona - Department of Economics and affiliation not provided to SSRN
Downloads 32 (494,820)

Abstract:

Loading...

FX, cross-currency basis, multiple curves, FVA, CollVA, Basel III, Collateral