Optimization models for foreign exchange rate hedging using currency options
Name
21719715-MIT.pdf
Description
Full printable version
Size
4.13 MB
Format
Adobe PDF
Checksum (MD5)
bd099f1007df5ac72cb7c0ab9ae27c43
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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