Romain Cuchet

Barclays Corporate Banking

Modeller

1 Churchill Place

London, E14 5HP

United Kingdom

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

210

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

Currency Total Return Swaps: Valuation and Risk Factor Analysis

Number of pages: 38 Posted: 03 Jun 2011

Romain Cuchet, Pascal Francois and Georges Hübner

Barclays Corporate Banking, HEC Montreal - Department of Finance and HEC Liège

Downloads 210 (200,159)

Abstract:

Feedback