Journal of Mathematical Finance

Vol.9 No.4(2019), Paper ID 96083, 28 pages

DOI:10.4236/jmf.2019.94036

 

Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model

 

Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu

 

Department of Mathematics, Pan African University Institute of Basic and Applied Sciences, Technology and Innovation, Nairobi, Kenya
School of Mathematics, The University of Nairobi, Nairobi, Kenya
Department of Mathematics, University of Yaoundé I, Yaounde, Cameroon
Department of Statistics and Actuarial Sciences, Jomo Kenyatta University of Agriculture and Technology, Nairobi, Kenya

 

Copyright © 2019 Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Wamwea, C. , Ngare, P. , Bidima, M. and Mwelu, S. (2019) Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model. Journal of Mathematical Finance, 9, 698-725. doi: 10.4236/jmf.2019.94036.

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