Volatility swaps and their use in currency risk management
The paradox of international investing is that, although foreign investments deliver diversification benefits that help to decrease the asset risk of a portfolio, they also introduce foreign exchange risk. Classic hedging instruments used to hedge this risk have the drawback of hedging not only the...
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| Format: | Others |
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2000
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| Online Access: | http://spectrum.library.concordia.ca/1310/1/MQ59278.pdf Close, Tamara Gray <http://spectrum.library.concordia.ca/view/creators/Close=3ATamara_Gray=3A=3A.html> (2000) Volatility swaps and their use in currency risk management. Masters thesis, Concordia University. |