Layered Basket Option Hedging : Currency risk management for multinational corporations

Background: In an increasingly globalized environment, corporations perform transactions across borders on a day-to-day basis. As multinational corporations expand their businesses the number of currencies in their operations increases. The consequence of operating with several currencies is the ris...

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Bibliographic Details
Main Authors: Carlsson, Gustav, Ericsson, Robin
Format: Others
Language:English
Published: Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi 2012
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18338