Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime
December 1, 1994
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Format: Chicago
Summary
Subject: Conventional peg, Currencies, Exchange rates, Financial institutions, Financial regulation and supervision, Foreign exchange, Hedging, Money, Options
Keywords: Central bank, Conventional peg, Currencies, Currency option, Currency put option gamma, Derivative product, Exchange rates, Exercise price, Foreign exchange, Forward rate, Global, Hedging, Interest rate defense, Intrinsic value, Options, Options book, Option's gamma, OTC options market, Put delta, Put Delta, Put option, WP
Publication Details
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Pages:
40
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 1994/151
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Stock No:
WPIEA1511994
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ISBN:
9781451857009
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ISSN:
1018-5941
