A derivative security considered here is a European type option whose holder, at the maturity, can either not exercise or exercise by choosing to enter one and only one of the two underlying securities: a cross-currency swap or a cross-currency forward contract. Let us call the option an FX choice option.https://osf.io/vzfaw/downloa
A derivative(or derivative security) is a financial instrument whose value depends on the value of o...
Every international business is affected by the ever-changing value of the currencies implied in con...
This paper focuses on businesses participating in international trade in terms of their possibilitie...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
A Cross-currency basis swap, which is also called FX basis swap, is a contract between two parties t...
Fоrward derivative market is a segment of financial market. The business on this market is done by m...
An FX Asian option or Asian currency option is a special type of option contract where the payoff de...
Euro-deposit futures play a relevant role among the derivative products traded in official markets....
Euro-deposit futures play a relevant role among the derivative products traded in official markets. ...
AbstractIn this paper, we try to solve the valuation of currency option in financial engineering. We...
Today in Romania, in the context of the liberalization of the capital account and under a floating e...
An FX Asian option or Asian currency option is a special type of option contract where the payoff de...
The use of currency options has been grown widely during the latest years. This paper tries to answe...
We derive semi-closed form solutions for the forward and futures exchange rates, European foreign cu...
A derivative(or derivative security) is a financial instrument whose value depends on the value of o...
Every international business is affected by the ever-changing value of the currencies implied in con...
This paper focuses on businesses participating in international trade in terms of their possibilitie...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
A Cross-currency basis swap, which is also called FX basis swap, is a contract between two parties t...
Fоrward derivative market is a segment of financial market. The business on this market is done by m...
An FX Asian option or Asian currency option is a special type of option contract where the payoff de...
Euro-deposit futures play a relevant role among the derivative products traded in official markets....
Euro-deposit futures play a relevant role among the derivative products traded in official markets. ...
AbstractIn this paper, we try to solve the valuation of currency option in financial engineering. We...
Today in Romania, in the context of the liberalization of the capital account and under a floating e...
An FX Asian option or Asian currency option is a special type of option contract where the payoff de...
The use of currency options has been grown widely during the latest years. This paper tries to answe...
We derive semi-closed form solutions for the forward and futures exchange rates, European foreign cu...
A derivative(or derivative security) is a financial instrument whose value depends on the value of o...
Every international business is affected by the ever-changing value of the currencies implied in con...
This paper focuses on businesses participating in international trade in terms of their possibilitie...
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