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.

Xehetasun bibliografikoak
Egile nagusia:	Spitz, David Evan
Beste egile batzuk:	Jeremy F. Shapiro.
Formatua:	Thesis
Hizkuntza:	eng
Argitaratua:	Massachusetts Institute of Technology 2006
Gaiak:	Sloan School of Management.
Sarrera elektronikoa:	http://hdl.handle.net/1721.1/33479

Antzeko izenburuak

Optimal hedging under price, quantity and exchange rate uncertainty
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Argitaratua: (2007)

Currencies' exchange rate trend-before and after financial crisis
nork: Koh, Kyung Hee, S.M. Massachusetts Institute of Technology
Argitaratua: (2010)

A study of the currency management for foreign investments of Korean insurance companies
nork: Choi, Sung-Jin, S.M. Massachusetts Institute of Technology
Argitaratua: (2010)

Raising a renewable energy-focused private equity fund denominated in foreign currencies
nork: Miao, Quan, S.M. Massachusetts Institute of Technology
Argitaratua: (2011)

Valuing the premium in Chinese stock markets using exchange options
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Argitaratua: (2009)

Activist hedge funds
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Hedge fund structured products
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Argitaratua: (2006)

An empirical study of hedge funds
nork: Jain, Sameer, 1967-
Argitaratua: (2005)

The interaction between foreign exchange volatility and price
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Argitaratua: (2005)

What drives hedge fund returns? : models of flows, autocorrelation, optimal size, limits to arbitrage and fund failures
nork: Getmansky, Mila
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On public debt and exchange rates
nork: Goldfajn, Ilan
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Forecasting daily volatility of foreign exchange markets : a comparison of the ARCH model and a new model using high frequency data
nork: Lai, Ye-Hsing
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Lobbying as a hedge on political risk : when size matters
nork: Jaffard, Pierre(Pierre Jacques)
Argitaratua: (2020)

An extended yield curve model for bond option pricing using a Jump/Garch-m forward rate process
nork: Akita, Shigeyuki, et al.
Argitaratua: (2007)

Financial distress, dealers' behavior and asset pricing in the foreign exchange market
nork: Fourel, Valère (Valère Renaud Ernst)
Argitaratua: (2018)

A model of the put and call option market.
nork: Wilbourn, David Straight
Argitaratua: (2011)

A hedge fund business plan : investment theory, operations, and capital raising for Broadgates Capital Management
nork: Mills, Jeffrey David
Argitaratua: (2014)

Strategies to hedge the unique asset/liability GAP inherent to black-owned banks
nork: Wilkerson, Nicole A. (Nicole Andrea)
Argitaratua: (2012)

Offshore renminbi forward market development and its implication for the currency internationalization process
nork: Wang, Xi, S.M. Massachusetts Institute of Technology
Argitaratua: (2015)

Creating wealth in post currency crisis Asia : opportunities for financial services in Singapore
nork: Wong, Ann Chai, 1967-
Argitaratua: (2005)

Valuation of metal reserves under price uncertainty by using option pricing model
nork: Yoo, Woosang
Argitaratua: (2005)

Organizational context and risk-taking in a global environment : a study of foreign-exchange trading rooms in the U.S. and Japan
nork: Zaheer, Srilata A. (Srilata Akbar)
Argitaratua: (2005)

Cyclic exchange and related neighborhood structures for combinatorial optimization problems
nork: Sharma, Dushyant, 1975-
Argitaratua: (2005)

Implications for IR&D decisions using options pricing theory
nork: James, Brenton Wayne, et al.
Argitaratua: (2005)

Real options valuation of eBusiness
nork: Tan, Enk Ee, 1968-
Argitaratua: (2005)

FOREIGN CURRENCY RISK HEDGING
nork: Mihaela SUDACEVSCHI
Argitaratua: (2017-05-01)

Evaluating utility investment decisions : an options approach
nork: Sawhill, James W. (James Winslow)
Argitaratua: (2005)

An estimation procedure for the pricing of put and call stock options.
nork: St. Peter, John Treadwell.
Argitaratua: (2019)

Bond rating agencies and the effects of a rating change
nork: Migliozzi, Glenn T, et al.
Argitaratua: (2006)

LDC borrowing : growth oppurtunities, the option to repudiate and debt reschedulings
nork: Sadeq, Sayeed
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The challenge for liquidity in small stock exchanges and trading portals : the case of the Belgian Stock Exchange
nork: Goune, Steven E
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Credit derivatives : market dimensions, correlation with equity and implied option volatility, regression modeling and statistical price risk
nork: Kureshy, Imran, A., 1965-
Argitaratua: (2005)

Retail prices and the real exchange rate
nork: Pal, Arup, M.Fin. Massachusetts Institute of Technology
Argitaratua: (2017)

Political risk management and its implications in the presence of a buyout option
nork: Sangsnit, Nalik Atibhag
Argitaratua: (2005)

Analysis on the KOSPI200 option from the time-series and cross- sectional perspectives
nork: Jung, Jaewook
Argitaratua: (2013)

Outward foreign direct investment : the case of Taiwan
nork: Chiu, Hennessey Hsing-Shih
Argitaratua: (2016)

Human resource management of foreign companies in Japan
nork: Itakura, Hiroaki
Argitaratua: (2005)

"It's no problem" : using reverse bargaining to manage the threat of second-order opportunism in social exchange
nork: Friis, Simon C
Argitaratua: (2018)

Social exchange and valuations in the market for contemporary art
nork: Riley, James Whitcomb.
Argitaratua: (2020)

Stochastic programming models for interest-rate risk management
nork: Klaassen, Pieter
Argitaratua: (2005)