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The Role of Currency Futures in Risk Management

Name: The Role of Currency Futures in Risk Management
Price: 15.99 EUR
Availability: InStock
Author: Daniel Plaza
ISBN: 978-3-640-93414-0

Currency Derivatives and Risk Management

Term Paper, 2011

20 Pages, Grade: 83%

Daniel Plaza (Author)

Excerpt

1. Introduction

2. Literature Review
2.1 The Use of Currency Futures
2.2 Currency Futures Rate as Estimator of Spot Exchange Rate

3. Application
3.1 Trading on Currency Futures Exchanges
3.2 Hedging Foreign Exchange Risk Assuming Perfect Correlation between Spot and Futures Prices
3.3 Hedging Foreign Exchange Risk Assuming Basis Risk
3.4 Estimation of the Hedge Ratio

4. Conclusion

5. References

Excerpt out of 20 pages

Details

Title: The Role of Currency Futures in Risk Management
Subtitle: Currency Derivatives and Risk Management
College: University of Westminster (Msc Finance and Accounting)
Course: INTERNATIONAL RISK MANAGEMENT
Grade: 83%
Author: Daniel Plaza (Author)
Year: 2011
Pages: 20
Catalog Number: V173144
ISBN (eBook): 9783640934140
ISBN (Book): 9783640934119
File size: 977 KB
Language: English
Notes: Teacher´s Comment: "A very well researched piece of work with good use of Bloomberg and well worked applications. Thorouglhly covered all aspects of currency derivatives. Excellent!"
Keywords: role, currency, futures, risk, management, currency, derivatives, risk, management

Quote paper: Daniel Plaza (Author), 2011, The Role of Currency Futures in Risk Management, Munich, GRIN Verlag, https://www.grin.com/document/173144

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