远期外汇敞口

IF 1.5 4区经济学 Q3 BUSINESS, FINANCE

Quantitative Finance Pub Date : 2024-08-27 DOI:10.1080/14697688.2024.2388802

Julien Hok, Alex S.L. Tse

引用次数: 0

摘要

外汇远期敞口合约是一种衍生工具，合约持有者有义务在合约到期日之前按照固定汇率购买一定数量的外汇。在...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

FX Open Forward

FX Open Forward is a derivative instrument where the contract holder has the obligation to purchase a specific amount of foreign currency under a fixed exchange rate by the contract expiry date. In...

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Quantitative Finance 社会科学-数学跨学科应用

CiteScore

3.20

自引率

7.70%

发文量

102

审稿时长

4-8 weeks

期刊介绍： The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.