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...

Full description

Saved in:
Bibliographic Details
Main Authors: Kamil, Anton Abdulbasah, Khor, Lian Peng
Format: Conference or Workshop Item
Language:English
Published: 2003
Subjects:
Online Access:http://eprints.usm.my/10600/1/Forward_Contract_%28PPSMatematik%29.pdf
http://eprints.usm.my/10600/
Tags: Add Tag
No Tags, Be the first to tag this record!
id my.usm.eprints.10600
record_format eprints
spelling 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.
institution Universiti Sains Malaysia
building Hamzah Sendut Library
collection Institutional Repository
continent Asia
country 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