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A primer on currency derivatives

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  • Gregory P. Hopper

Abstract

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Suggested Citation

  • Gregory P. Hopper, 1995. "A primer on currency derivatives," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 3-14.
    • Handle: RePEc:fip:fedpbr:y:1995:i:may:p:3-14
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    File URL: https://www.philadelphiafed.org/-/media/frbp/assets/economy/articles/business-review/1995/brmj95gh.pdf
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    References listed on IDEAS

    as
    1. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    2. Garman, Mark B. & Kohlhagen, Steven W., 1983. "Foreign currency option values," Journal of International Money and Finance, Elsevier, vol. 2(3), pages 231-237, December.
    3. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Keith Sill, 1997. "The economic benefits and risks of derivative securities," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 15-26.

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