Triangular arbitrage in the spot and forward foreign exchange markets

Imad Ahmed Moosa

    Research output: Contribution to journal › Article › Research › peer-review

    7 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)387 - 390
    Number of pages4
    JournalQuantitative Finance
    Volume1
    Issue number4
    Publication statusPublished - 2001

    Cite this

    Moosa, Imad Ahmed. / Triangular arbitrage in the spot and forward foreign exchange markets. In: Quantitative Finance. 2001 ; Vol. 1, No. 4. pp. 387 - 390.
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    title = "Triangular arbitrage in the spot and forward foreign exchange markets",
    author = "Moosa, {Imad Ahmed}",
    year = "2001",
    language = "English",
    volume = "1",
    pages = "387 -- 390",
    journal = "Quantitative Finance",
    issn = "1469-7688",
    publisher = "Routledge",
    number = "4",

    }

    Moosa, IA 2001, 'Triangular arbitrage in the spot and forward foreign exchange markets', Quantitative Finance, vol. 1, no. 4, pp. 387 - 390.

    Triangular arbitrage in the spot and forward foreign exchange markets. / Moosa, Imad Ahmed.

    In: Quantitative Finance, Vol. 1, No. 4, 2001, p. 387 - 390.

    Research output: Contribution to journal › Article › Research › peer-review

    TY - JOUR

    T1 - Triangular arbitrage in the spot and forward foreign exchange markets

    AU - Moosa, Imad Ahmed

    PY - 2001

    Y1 - 2001

    M3 - Article

    VL - 1

    SP - 387

    EP - 390

    JO - Quantitative Finance

    JF - Quantitative Finance

    SN - 1469-7688

    IS - 4

    ER -

    Moosa IA. Triangular arbitrage in the spot and forward foreign exchange markets. Quantitative Finance. 2001;1(4):387 - 390.