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[PDF] Top 20 Pricing Options on Foreign Currency with a Preset Exchange Rate

Has 10000 "Pricing Options on Foreign Currency with a Preset Exchange Rate" found on our website. Below are the top 20 most common "Pricing Options on Foreign Currency with a Preset Exchange Rate".

Pricing Options on Foreign Currency with a Preset Exchange Rate

Pricing Options on Foreign Currency with a Preset Exchange Rate

... GK options for all values of preset exchange rate as well as a decision rule for the special case where the PE and GK options have the same ...spot rate at option expiration will ... See full document

11

Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration

Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration

... for options, two inadequacies of futures contracts were pointed ...how options can be used where contingent claims or compounded risks are ...involved. Options also have the advantage that while the ... See full document

34

Pricing Currency Call Options

Pricing Currency Call Options

... forward rate, sustaining ...contract. Foreign currency op- tions further protect against contingency risk ...the foreign currency if the bid was ...of options in reducing ... See full document

19

A proposed solution for the chicken-egg dilemma in pricing currency options

A proposed solution for the chicken-egg dilemma in pricing currency options

... the options to be priced correctly and calculating an accurate option price (OP) requires an unbiased ...the exchange rate volatility for pricing ...major currency options ... See full document

18

The Role of Financial Instruments in Reducing Exchange Rate Risk

The Role of Financial Instruments in Reducing Exchange Rate Risk

... Future currency exchange contracts (called ‘‘buying forward’’) and netting currency transactions are important sources of insurance against the short-term effects of foreign exchange ... See full document

8

Hedge your costs: exchange rate risk and endogenous currency invoicing

Hedge your costs: exchange rate risk and endogenous currency invoicing

... invoicing currency in a three-country model of monopolistic competition in which …rms preset prices under exchange rate ...producer currency, in local currency or in a third ... See full document

36

Pricing multivariate currency options with copulas

Pricing multivariate currency options with copulas

... bivariate currency options that are consistent with the observed quotes of univariate instruments on three triangular bilat- eral exchange ...bilateral exchange rates involving the payout ... See full document

21

Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model

Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model

... domestic currency. Seasonality trends typical for domestic currency and the possibility of changing the domestic currency in the future motivate us to explore different kinds of foreign ... See full document

22

Quanto Interest-Rate Exchange Options in a Cross-Currency Libor Market Model

Quanto Interest-Rate Exchange Options in a Cross-Currency Libor Market Model

... for pricing interest-rate derivatives can be, loosely speaking, divided into two types: traditional interest-rate models and market ...interest- rate models. The drawbacks of the traditional ... See full document

15

Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts

Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts

... Table 8 shows the performance of the GARCH models during the period after the commencement of the financial crisis which was characteried by higher exchange rate volatility. During this time-period the ... See full document

28

Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models

Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models

... when pricing quanto options under the assumption that both the underlying asset and the foreign exchange (FX) rate follow a stochastic volatility ...the exchange rate and ... See full document

39

Stochastic models of exchange rate dynamics and their implications for the pricing of foreign currency options

Stochastic models of exchange rate dynamics and their implications for the pricing of foreign currency options

... short-run exchange-rate dynamics since there are significant devi­ ations from normality in these ...large exchange-rate ...the foreign-exchange market and continuous ... See full document

224

Local currency pricing, foreign monetary shocks and exchange rate policy

Local currency pricing, foreign monetary shocks and exchange rate policy

... nominal exchange rate and relative prices, LCP may have important implications for the way in which monetary and …nancial market shocks generate expenditure ...alternative exchange rate and ... See full document

34

Pricing Foreign Currency and Cross-Currency Options Under GARCH

Pricing Foreign Currency and Cross-Currency Options Under GARCH

... option pricing models have come to a consensus that the constant volatility, lognormal pricing model cannot explain the patterns observed in FX option ...option pricing model underprices ... See full document

26

Exchange rate exposure, foreign currency derivatives and the introduction of the euro : French evidence

Exchange rate exposure, foreign currency derivatives and the introduction of the euro : French evidence

... Exchange rate exposures, as estimated using Equations [1] and [2], are reported in Panel A of Table ...to exchange rate ...local currency appreciates by 1% against the Trade Weighted ... See full document

31

A comparative study of five Dutch disease models: a thesis presented in partial fulfilment of the requirements for the degree of Master of Philosophy in Social Sciences at Massey University

A comparative study of five Dutch disease models: a thesis presented in partial fulfilment of the requirements for the degree of Master of Philosophy in Social Sciences at Massey University

... The nominal exchange rate in all the models considered is expressed as the domestic price of foreign currency... Refers to the case in which, where.[r] ... See full document

154

The Effect of Oil Shocks on Foreign Trade under Inflation and Exchange Rate Targeting Policies (In the Form of a Dynamic Stochastic General Equilibrium Model for Iran)

The Effect of Oil Shocks on Foreign Trade under Inflation and Exchange Rate Targeting Policies (In the Form of a Dynamic Stochastic General Equilibrium Model for Iran)

... Iran’s foreign trade in the presence of the exchange rate and inflation targeting ...and exchange rate targeting, compared to the failure to adopt this ...targeted exchange ... See full document

10

Foreign Currency Exchange Rate Prediction using Neuro Fuzzy Systems

Foreign Currency Exchange Rate Prediction using Neuro Fuzzy Systems

... the foreign exchange (FOREX) market along with the increased interest in the currency exchange market has prompted extensive research from various academic disciples in aiding traders in their ... See full document

9

Binomial option pricing and the conditions for early exercise: An example using foreign exchange options

Binomial option pricing and the conditions for early exercise: An example using foreign exchange options

... Binomial Option Pricing and the Conditions for Early Exercise: An Example using Foreign Exchange Options RICHARD BREEN The Economic and Social Research.. Abstract: In this paper arc deri[r] ... See full document

11

Foreign Exchange Rate Pricing at the Future Contract (Case of I.R. of Iran)

Foreign Exchange Rate Pricing at the Future Contract (Case of I.R. of Iran)

... the foreign exchange market uncertainties and sentiments (Papaioannou, 2002; Copeland, 2008; Jones and Sackley, ...the exchange rate risks contemporaneously distress both cost/revenue flows ... See full document

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