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Optimization models for foreign exchange rate hedging using currency options

dc.contributor.advisorJeremy F. Shapiro.en_US
dc.contributor.authorSpitz, David Evanen_US
dc.contributor.otherSloan School of Management.en_US
dc.date.accessioned2006-07-31T15:05:31Z
dc.date.available2006-07-31T15:05:31Z
dc.date.copyright1989en_US
dc.date.issued1989en_US
dc.identifier.urihttp://hdl.handle.net/1721.1/33479
dc.descriptionThesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1989.en_US
dc.descriptionIncludes bibliographical references (leaves 98-99).en_US
dc.description.statementofresponsibilityby David E. Spitz.en_US
dc.format.extent99 leavesen_US
dc.format.extent4332666 bytes
dc.format.extent4332476 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/pdf
dc.language.isoengen_US
dc.publisherMassachusetts Institute of Technologyen_US
dc.rightsM.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.en_US
dc.rights.urihttp://dspace.mit.edu/handle/1721.1/7582
dc.subjectSloan School of Management.en_US
dc.titleOptimization models for foreign exchange rate hedging using currency optionsen_US
dc.typeThesisen_US
dc.description.degreeM.S.en_US
dc.contributor.departmentSloan School of Management
dc.identifier.oclc21719715en_US


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