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: | 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 |
Similar Items
-
The Hedging Effect of Foreign Investment and Currency Forward Contract
by: Yue-Jen Lin, et al.
Published: (1996) -
An evaluation of the use of currency options as an alternative hedging strategy to forward exchange contracts for the management of foreign exchange risk in a multinational firm.
by: Soopal, D. C.
Published: (2010) -
The Study of the Portfolio Hedging Strategy on Currency Forward Contracts and Currency Futures
by: CHEN, YI-YUAN, et al.
Published: (2006) -
The Study of the Portfolio Hedging Strategy on Currency Forward Contracts and Currency Futures
by: HUANG, BO-KAI, et al.
Published: (2006) -
Simple foreign currency option Hedge strategies A comparison of Option contracts versus Forward contracts
by: Arabi, Alireza, et al.
Published: (2010)