The international relationships between nations and economic agents have evolved so rapidly that the services and products are being traded almost instantly. Nevertheless, a great amount of these services and products are quoted in different currencies; thus, it is necessary the use of financial pro...

Full description

Autores:

Hernández, Willie
Borray Benavides, Jairo

Tipo de recurso:

Fecha de publicación:

2019

Institución:

Universidad Santo Tomás

Repositorio:

Universidad Santo Tomás

Idioma:

eng

OAI Identifier:

oai:repository.usta.edu.co:11634/41299

Acceso en línea:

https://revistas.usantotomas.edu.co/index.php/activos/article/view/5736

Palabra clave:

Foreign Exchange Risk
Foreign Exchange Hedge
Financial Derivatives
GARCH family
Limited-memory BFGS
riesgo del tipo de cambio
cobertura del tipo de cambio
derivados financieros
familia GARCH
BFGS de memoria limitada

Rights

License

http://purl.org/coar/access_right/c_abf2