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...

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Bibliographic Details
Main Authors: Hsien-ming Kao, 高賢明
Other Authors: Ender Su
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/79906130382260358760

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