Multi-currency options and financial institutions' hedging : correlation does matter
Sarah K. Bryant and Spiros H. Martzoukos
| Year of publication: |
1999
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|---|---|
| Authors: | Bryant, Sarah K. ; Martzoukos, Spiros A. |
| Published in: |
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society. - Dordrecht [u.a.] : Springer, ISSN 1083-0898, ZDB-ID 1383843-X. - Vol. 5.1999, 4, p. 478-488
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| Subject: | Währungsrisiko | Exchange rate risk | Währungsmanagement | Foreign exchange management | Devisenoption | Currency option | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International advances in economic research |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001490664