Optimization models for foreign exchange rate hedging using currency options

Optimization models for foreign exchange rate hedging using currency options

Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1989.

Bibliographic Details
Main Author: Spitz, David Evan
Other Authors: Jeremy F. Shapiro.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2006
Subjects:
Sloan School of Management.
Online Access:http://hdl.handle.net/1721.1/33479
Description
Summary:Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1989.

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