A Currency Forward Contract.
The aim of the paper is to present one out of conceivable approaches to problems of foreign exchange rates and subsequently forward contracts on them Our approach based on stochastic analysis, provides an untraditional view of the issues. Within the framework of this paper we model the exchange rate...
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| Language: | English |
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2003
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my.usm.eprints.10600 http://eprints.usm.my/10600/ A Currency Forward Contract. Kamil, Anton Abdulbasah Khor, Lian Peng QA1-939 Mathematics The aim of the paper is to present one out of conceivable approaches to problems of foreign exchange rates and subsequently forward contracts on them Our approach based on stochastic analysis, provides an untraditional view of the issues. Within the framework of this paper we model the exchange rate on the basis of the geometric Brownian motion. Obtained results entitle the use as a complementary tool when managing the exchange risk. 2003-04 Conference or Workshop Item PeerReviewed application/pdf en http://eprints.usm.my/10600/1/Forward_Contract_%28PPSMatematik%29.pdf Kamil, Anton Abdulbasah and Khor, Lian Peng (2003) A Currency Forward Contract. In: MFA’S 5th Annual Symposium, 23-24 April 2003. |
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Universiti Sains Malaysia |
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Hamzah Sendut Library |
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Asia |
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Malaysia |
| content_provider |
Universiti Sains Malaysia |
| content_source |
USM Institutional Repository |
| url_provider |
http://eprints.usm.my/ |
| language |
English |
| topic |
QA1-939 Mathematics |
| spellingShingle |
QA1-939 Mathematics Kamil, Anton Abdulbasah Khor, Lian Peng A Currency Forward Contract. |
| description |
The aim of the paper is to present one out of conceivable approaches to problems of foreign exchange rates and subsequently forward contracts on them Our approach based on stochastic analysis, provides an untraditional view of the issues. Within the framework of this paper we model the exchange rate on the basis of the geometric Brownian motion. Obtained results entitle the use as a complementary tool when managing the exchange risk. |
| format |
Conference or Workshop Item |
| author |
Kamil, Anton Abdulbasah Khor, Lian Peng |
| author_facet |
Kamil, Anton Abdulbasah Khor, Lian Peng |
| author_sort |
Kamil, Anton Abdulbasah |
| title |
A Currency Forward Contract. |
| title_short |
A Currency Forward Contract. |
| title_full |
A Currency Forward Contract. |
| title_fullStr |
A Currency Forward Contract. |
| title_full_unstemmed |
A Currency Forward Contract. |
| title_sort |
currency forward contract. |
| publishDate |
2003 |
| url |
http://eprints.usm.my/10600/1/Forward_Contract_%28PPSMatematik%29.pdf http://eprints.usm.my/10600/ |
| _version_ |
1643701577570058240 |
| score |
13.211869 |