A Currency Forward Contract.

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A Currency Forward Contract.

The aim of the paper is to present one out of conceivable approaches to problems of foreign exchange rates and subsequently forward contracts on them Our approach based on stochastic analysis, provides an untraditional view of the issues. Within the framework of this paper we model the exchange rate...

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Bibliographic Details
Main Authors:	Kamil, Anton Abdulbasah, Khor, Lian Peng
Format:	Conference or Workshop Item
Language:	English
Published:	2003
Subjects:	QA1-939 Mathematics
Online Access:	http://eprints.usm.my/10600/ http://eprints.usm.my/10600/1/Forward_Contract_%28PPSMatematik%29.pdf

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