Cross - Currency Hedging Using Options

QR Code

Cross - Currency Hedging Using Options

In today's competitive global markets, most firms are vulnerable to increasing fluctuation in foreign exchange, which is leading them to make use of Currency Derivatives to hedge their risks. Among the several derivatives available, Currency Options are the second most popular instrument used t...

Full description

Bibliographic Details
Main Author:	Suri, Akshay
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	Currency Hedging
Online Access:	https://eprints.nottingham.ac.uk/20754/

Similar Items

Currency Hedging Strategies are beneficial to firms: A Study on the Developing Industries in India
by: Talwar, Salil
Published: (2006)

Foreign currency borrowing, exports and firm performance: evidence from a currency crisis
by: Bougheas, Spiros, et al.
Published: (2018)

Currency Board Versus Central Bank In A Currency Crisis
by: Ho, Kenneth Tet Meng
Published: (1998)

A Study on Hedge Funs as An Investment Strategy for Investors: A Qualitative Approach
by: Jadgev, Simran
Published: (2006)

The factors of corporate hedging using financial derivatives: Why French non-financial companies hedge?
by: Tosun, Melek
Published: (2019)

Hedge Funds & Their Impact on the Indian Capital Market
by: Tibrewal, Saket
Published: (2008)

Hedging the risk of oil
by: Tong, Man Chi
Published: (2006)

Modeling volatility in foreign currency option pricing
by: Hoque, Mohammed, et al.
Published: (2008)

Regulating of Virtual Currency from the Perspectives of Netizens
by: Sun, Lingyu
Published: (2012)

A Study on the Performance and Risk-Return Characteristics of Hedge Funds
by: Guleria, Arjun
Published: (2008)

Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices
by: Cheung, Adrian, et al.
Published: (2015)

The readiness of China towards an economic phenomenon: A hedge fund industry perspective
by: Wang, Junyi
Published: (2007)

Impact of derivative hedging on audit fees in Malaysia
by: Yan, Andy Rong En
Published: (2022)

Stock Index Futures and Hedging Performance: Evidence from Developed and Emerging Markets
by: Zhang, Shu
Published: (2007)

Foreign exchange exposure and multinationality
by: Hutson, E., et al.
Published: (2014)

Lobbying Activity on International Accounting Standard: An examination of lobbying behaviour on macro hedging treatment
by: Yu, Xiang
Published: (2006)

Imported inputs and invoicing currency choice: theory and evidence from UK transaction data
by: Chung, Wanyu
Published: (2016)

Essays on corporate hedging from the perspective of non-financial firms
by: Wang, Zhenkai
Published: (2024)

Incentives of derivative hedging: Evidence from German non-financial corporations
by: Pfleiderer, Felix
Published: (2016)

Cross-hedging effectiveness of jet fuel oil spot prices with future contracts
by: Ahmed, Mohamed Mostafa Elsayed
Published: (2023)

International portfolio optimisation with integrated currency overlay costs and constraints
by: Chatsanga, Nonthachote, et al.
Published: (2017)

Hedge Funds or Mutual Funds, What proves Significant in the Long run? An Empirical Study
by: Jani, Vibhuti
Published: (2008)

Effects of corporate hedges on firm exposure and firm value: empirical evidence from US
by: Huang, Xiaoyi
Published: (2017)

Gold as a hedge for inflation risk in Malaysia
by: Muhamad Senan, Mohamad Khair Afham
Published: (2013)

Derivatives Usage by Non-Financial Firms in Thailand; implications on the hedging strategy
by: Chawla, Veerathep
Published: (2007)

Evaluation of Hedge Fund Performance
by: Zhang, Qi
Published: (2007)

Hedging using Derivatives: A Study of Non-Financial Firms in the UK
by: Smith, Christopher
Published: (2006)

Strategic hedging by smaller powers: what can neoclassical realism add?
by: Smith, Nicholas Ross
Published: (2018)

Parametric Value at Risk models for hedge fund application
by: Micallef, Pierre
Published: (2008)

Quantitative Analysis of Explanatory Factors Disclosures in Hedge Fund
by: Zhou, Zhanxu
Published: (2010)

Quantitative Analysis of Explanatory Factors Disclosures in Hedge Fund
by: Zhou, Zhanxu
Published: (2010)

Modeling dependency: application to currency
by: Aw, Ee Ling Grace
Published: (2011)

Cross-Market Heding during The Credit Crunch
by: Huang, Yibing
Published: (2008)

Does hedge accounting reduce earnings volatility? Evidence from the implementation of MFRS no. 9 in Malaysia two export-oriented industries
by: Soh, Siong Ching
Published: (2020)

Measuring exchange rate flexibility by regression methods
by: Bleaney, Michael, et al.
Published: (2017)

Responsible Hedge Funds - Assessment of an SRI Concept
by: Pinner, Wolfgang
Published: (2007)

Option valuation under no-arbitrage constraints with neural networks
by: Cao, Yi, et al.
Published: (2021)

Comparative Study of Electricity Spot Price Volatility Dynamics and Hedging Effectiveness of Electricity Futures - International Comparison (Europe - Asia Pacific)
by: Wang, Yuelang
Published: (2017)

Parametric mortality indexes: From index construction to hedging strategies
by: Tan, C.I., et al.
Published: (2014)

Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
by: Jiang, Xiaoping, et al.
Published: (2020)