IEEE - Institute of Electrical and Electronics Engineers, Inc. - Optimal Static Hedging of Uncertain Future Foreign Currency Cash Flows Using FX Forwards

2016 International Conference on Industrial Engineering, Management Science and Applications (ICIMSA)

Author(s): Anil Bhatia ; Sanjay P. Bhat
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2016
Conference Location: Jeju, South Korea
Conference Date: 23 May 2016
Page(s): 1 - 5
ISBN (Electronic): 978-1-5090-1671-6
DOI: 10.1109/ICIMSA.2016.7504022
Regular:

An exporter is invariably exposed to currency risk due to unpredictable fluctuations in the exchange rates, and it is of paramount importance to minimize risk emanating from these forex exposures.... View More

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