Pricing Arbitrary Cash-Flow
152 views
11.12.2022
Co-author
Affiliation
BMO
Main category
Economics (General Management)
Abstract
An Arbitrary Cash-Flow (ACF) security interface values future known cash-flows. These cash-flows must be in a single (potentially foreign) currency. The present value of these cash-flows is determined by prevailing market interest and foreign exchange rates.
Further information
Further reading
https://science-media.org/userfiles/1020/presentations/1020_presentation_621.pdf
Language
English
DOI
Do you have problems viewing the pdf-file? Download presentation here
If the presentation contains inappropriate content, please report the presentation. You will be redirected to the landing page.