Simple foreign currency option Hedge strategies A comparison of Option contracts versus Forward contracts

The use of currency options has been grown widely during the latest years. This paper tries to answer whether hedge strategies using currency options are superior to forward exchange contracts or not.

Bibliographic Details
Main Authors: Arabi, Alireza, Saei, Maziar
Format: Others
Language:English
Published: Mälardalens högskola, Akademin för hållbar samhälls- och teknikutveckling 2010
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9977