Hedging of contracts, anticipated positions and tender offers : a study of corporate foreign exchange rate risk and/or price risk
A company is susceptible to the risk incurred by stochastic prices, measured in the domestic currency unit. The random characteristic stems from a stochastic domestic price or from a stochastic foreign exchange rate possibly combined with a locally stochastic price. The risk may be reduced by initia...
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| Format: | Doctoral Thesis |
| Language: | English |
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Handelshögskolan i Stockholm, Kostnadsintäktsanalys (C)
1990
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-916 http://nbn-resolving.de/urn:isbn:91-7258-306-1 |