Optimization models for foreign exchange rate hedging using currency options

Author(s)
Spitz, David Evan
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Other Contributors
Sloan School of Management.
Advisor
Jeremy F. Shapiro.
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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
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Description
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1989.
 
Includes bibliographical references (leaves 98-99).
 
Date issued
1989
URI
http://hdl.handle.net/1721.1/33479
Department
Sloan School of Management
Publisher
Massachusetts Institute of Technology
Keywords
Sloan School of Management.
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