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Simple foreign currency option Hedge strategies A comparison of Option contracts versus Forward contracts
Mälardalen University, School of Sustainable Development of Society and Technology.
Mälardalen University, School of Sustainable Development of Society and Technology.
2010 (English)Independent thesis Basic level (degree of Bachelor), 15 credits / 22,5 HE creditsStudent thesis
Abstract [en]

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.
Place, publisher, year, edition, pages
2010.
Keywords [en]
Currency options, forward exchange rate, option hedging strategies
National Category
Economics
Identifiers
URN: urn:nbn:se:mdh:diva-9977OAI: oai:DiVA.org:mdh-9977DiVA, id: diva2:327907
Uppsok
Social and Behavioural Science, Law
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Available from: 2010-10-08 Created: 2010-06-30 Last updated: 2010-10-08Bibliographically approved

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fulltext(768 kB)5197 downloads
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File name FULLTEXT01.pdfFile size 768 kBChecksum SHA-512
0caaa474dea360aa0a8433ef8d9f8847ff97475fb558ac9b2a846d45668d8a4f87742e506a3403aa9648354b88d362552340385cf8ec3b4e78df59a7acd1994c
Type fulltextMimetype application/pdf

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Arabi, Alireza
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