Applying a Genetic Algorithm to Construct a Cross-Hedging Portfolio of the Foreign Currency Futures for the New Taiwan Dollar Exchange Rate
碩士 === 實踐大學 === 資訊科技與管理學系碩士班 === 101 === There is no centralized market to trade the foreign currency futures for directly hedging of the New Taiwan dollar exchange rate. If the hedger doesn’t want to pay the higher cost to trade the foreign currency derivative in the over-the-counter market for dir...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42063964995614031986 |