haku: @author Gürtler, M. / yhteensä: 3
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| Tekijä: | Breuer, W. Gürtler, M. |
| Otsikko: | Hedging von Wechselkursrisiken bei internationalen Ausschreibungen: eine numerische Analyse |
| Lehti: | Zeitschrift für Betriebswirtschaft
2001 : SEP, VOL. 71:9, p. 1065-1089 |
| Asiasana: | Hedging |
| Kieli: | ger |
| Tiivistelmä: | A numerical analysis is carried out of a hedging problem encountered by an entrepreneur participating in an international invitation for tenders with offers of foreign currency. For the purpose of hedging, he has at his disposal currency put options and forwards. By the combined use of forwards and put options with a strike price geared to the current forward rate and the maturity date of both instruments at the time of receipt of payment, welfare benefits can be realised by way of hedging as far as this is generally possible. |
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