Showing 1 - 4 of 4
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
decision under uncertainty can be properly conducted by Real Options Theory. Thus, in this study, is proposed a model to … agribusiness in Brazil. The landowners using real options approach for decision making, can optimize their resources. …
Persistent link: https://www.econbiz.de/10013400229
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
decision under uncertainty can be properly conducted by Real Options Theory. Thus, in this study, is proposed a model to … agribusiness in Brazil. The landowners using real options approach for decision making, can optimize their resources. …
Persistent link: https://www.econbiz.de/10013256672