Romain Cuchet

Barclays Corporate Banking

Modeller

1 Churchill Place

London, E14 5HP

United Kingdom

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Scholarly Papers (1)

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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
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Abstract:

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Credit derivative, credit risk, currency risk