Back to Search
Start Over
ESTRATEGIAS OPTIMAS DE COBERTURA EN PRESENCIA DE INCERTIDUMBRE EN COSTOS Y CANTIDAD.
- Source :
-
ABANTE . oct2005, Vol. 8 Issue 2, p87-108. 22p. - Publication Year :
- 2005
-
Abstract
- The article discusses how to achieve the optimal hedging of a cash flow when facing price risk of the product the company sells. It presents an analytical solution to the optimal hedging strategy in the general case and in some particular situations. It also obtains an expression to measure the efficiency of the hedging strategy.
- Subjects :
- *HEDGING (Finance)
*SPECULATION
*OPTIONS (Finance)
*CASH flow
*FINANCE
Subjects
Details
- Language :
- Spanish
- ISSN :
- 0717344X
- Volume :
- 8
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- ABANTE
- Publication Type :
- Academic Journal
- Accession number :
- 27261380