Simple foreign currency option Hedge strategies A comparison of Option contracts versus Forward contracts

Autor: Arabi, Alireza, Saei, Maziar
Jazyk: angličtina
Rok vydání: 2010
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Druh dokumentu: Text
Popis: The use of currency options has been grown widely during the latest years. This paper tries to answer whether hedge strategies using currency options are superior to forward exchange contracts or not.
Databáze: Networked Digital Library of Theses & Dissertations