Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Currency trios - using geometric concepts to visualise and interpret relationships between currencies
A currency trio is a set of three currencies and their respective exchange rates, which have a relationship fixed by a triangular arbitrage condition. This condition forms the basis for the derivation of a geometric interpretation of the relationships between the exchange rates. In the geometric fra...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Division of Actuarial Science
2017
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|