The Valuation of Currency Options

Research output: Contribution to journalArticlepeer-review


Two alternative approaches to the valuation of put and call options on a foreign currency are described. It is interesting that the forward exchange rate plays a key role in the valuation formulas. An example illustrating the use of the options for hedging foreign exchange risks is provided.
Original languageEnglish
Pages (from-to)24-28
JournalFinancial Management
Issue number1
StatePublished - 1983


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