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  5. Optimization models for foreign exchange rate hedging using currency options

Optimization models for foreign exchange rate hedging using currency options

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Author(s)
Spitz, David Evan
Advisor(s)
Jeremy F. Shapiro.
Date Issued
1989
Publisher
Massachusetts Institute of Technology
Description
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1989.
Includes bibliographical references (leaves 98-99).
Subjects
Sloan School of Management.
MIT Department
Sloan School of Management
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M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.
http://dspace.mit.edu/handle/1721.1/7582
Persistent DSpace Link
http://hdl.handle.net/1721.1/33479
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