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methodology of Leland on six dynamic hedging strategies with options on the Index FTSE 100 in the sense of evaluating its … theoretically expected), denouncing that the market price of these options appears to be in equilibrium. …
Persistent link: https://www.econbiz.de/10005059486
We thoroughly describe the workings of the Brazilian interbank exchange rate market: agents, products, regulation, operation and risks. We analyse the recent evolution of the exchange rate market and came to a negative evaluation of the current exchange rate trading system, thereby suggesting an...
Persistent link: https://www.econbiz.de/10011807334