Opcje barierowe jako instrument ograniczenia ryzyka kursu walutowego
Barrier Options as an Instrument for Limiting Exchange Rate Risk

Summary/Abstract: The growing variety of derivatives and the lack of a unified position in the literature as to the objectives assigned to them main and side gives the foreground to the often unjustified interpretation. One example in this regard is the desirability of the use of barrier options as a tool for effectively limiting the negative exchange rate risk. The scenario analysis based on real market conditions allows in an unambiguous and unmistakable way to verify the effectiveness and efficiency of this kind of derivatives.

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