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

    Kandidat-uppsats, Akademin för hållbar samhälls- och teknikutveckling

    Författare :Alireza Arabi; Maziar Saei; [2010]
    Nyckelord :Currency options; forward exchange rate; option hedging strategies;

    Sammanfattning : 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. .. LÄS MER