Hedging of Sales by Zero-cost Collar and its Financial Impact
The zero-cost option structures appeared in 90´s and became popular tool of hedging. They come of combination of standard and also exotic option. The paper deals with the most famous of them - zero-cost collar strategy. It is researched from sales hedging point of view, so the paper proposes an appl...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Tomas Bata University in Zlín
2012-06-01
|
| Series: | Journal of Competitiveness |
| Subjects: | |
| Online Access: | http://www.cjournal.cz/files/99.pdf |