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How Firms Can Hedge Against Market Risk Cover

How Firms Can Hedge Against Market Risk

Studies in Logic, Grammar and Rhetoric
Volume 37 (2014): Issue 1 (June 2014)
By: Krzysztof Echaust  
Open Access
|Aug 2014

Authors

Krzysztof Echaust

k.echaust@ue.poznan.pl

Department of Operations Research, Poznań University of Economics, Poland
DOI: https://doi.org/10.2478/slgr-2014-0016 | Journal eISSN: 2199-6059 | Journal ISSN: 0860-150X
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Language: English
Page range: 39 - 49
Published on: Aug 8, 2014
Published by: University of Białystok
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
hedging,
Black-Scholes model,
derivatives,
options,
forward,
utility function,
effectiveness of hedging strategy
Related subjects:
Philosophy,
Philosophy, other

© 2014 Krzysztof Echaust, published by University of Białystok
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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