A study of foreign exchange risk hedging with barrier options: The cases of Formosa Plastics Marine and Chunghwa Telecom

碩士 === 長庚大學 === 工商管理學系 === 98 === This study investigates foreign exchange risk hedging with barrier options from the cases of Formosa Group and Chunghwa Telecom to examine the rationality of the hedging contract and the theoretical value of the options. The banks provide foreign risk hedging policy...

Full description

Bibliographic Details
Main Authors: Chia Hua Lin, 林佳樺
Other Authors: C. H. Chan
Format: Others
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/12365357966238485946