The quanto forward price can be computed using the risk-neutral distribution as E(Yx1). Use Proposition 20.4 to

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The quanto forward price can be computed using the risk-neutral distribution as E(Yx−1). Use Proposition 20.4 to derive the quanto forward price given by equation (23.30). Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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