Option Strategies as a Way to Secure Foreign Operations Cover Image

Strategie opcyjne jednym ze sposobów na bezpieczne operacje zagraniczne
Option Strategies as a Way to Secure Foreign Operations

Author(s): Natalia Iwaszczuk, Jadwiga Orłowska-Puzio
Subject(s): Economic development, Business Ethics
Published by: Społeczna Akademia Nauk
Keywords: international exchange; import; foreign exchange risk; financial options; hedging

Summary/Abstract: An option strategy is a combination of two or of substantial amount of the position in options or connecting the option with other instruments (e.g. with forward transactions, contracts of the exchange or underlying assets). In the present article an attempt was made to develop a safeguarding strategy before the increase in the currency exchange rate which negatively influences the operations of importers. All deliberations were based on the current statistics of market data used in stochastic models.

  • Issue Year: 16/2015
  • Issue No: 8.3
  • Page Range: 369-382
  • Page Count: 14
  • Language: Polish
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