Hedging Effectiveness Assessment of the US Currency Risk by Forward Foreign Exchange Contracts
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 92 === This thesis takes the spot and forward exchange rates of US dollar for New Taiwan dollar at foreign exchange rate market as a hedging example, and makes comparisons among different dates of forward exchange rate contracts using static and dynamic hedging met...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2004
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Online Access: | http://ndltd.ncl.edu.tw/handle/79906130382260358760 |