Click here for immediate access to the latest key research articles

Triangular arbitrage in the spot and forward foreign exchange markets 

Author: I. Moosa

DOI: 10.1080/713665833

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 1, Issue 4 April 2001 , pages 387 - 390

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Triangular arbitrage in the spot and forward foreign exchange markets'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.