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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

Hausarbeit, 2011

20 Seiten, Note: 83%

Daniel Plaza (Autor:in)

Leseprobe

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

Ende der Leseprobe aus 20 Seiten

Details

Titel: The Role of Currency Futures in Risk Management
Untertitel: Currency Derivatives and Risk Management
Hochschule: University of Westminster (Msc Finance and Accounting)
Veranstaltung: INTERNATIONAL RISK MANAGEMENT
Note: 83%
Autor: Daniel Plaza (Autor:in)
Jahr: 2011
Seiten: 20
Katalognummer: V173144
ISBN (eBook): 9783640934140
ISBN (Buch): 9783640934119
Dateigröße: 977 KB
Sprache: Englisch
Anmerkungen: 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!"
Schlagworte: role, currency, futures, risk, management, currency, derivatives, risk, management

Arbeit zitieren: Daniel Plaza (Autor:in), 2011, The Role of Currency Futures in Risk Management, München, GRIN Verlag, https://www.grin.com/document/173144

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