The course provides the students the knowledge of the economic variables that have the international financial markets which affect the private and public corporations, to increase the capital and to create portfolios of ...

With the exemption of adopting a foreign currency, Chile has experienced virtually all the menu of options of exchange rate policies in the last 40 years. The quest for a reasonable exchange rate policy has been inspired ...

This paper analyzes the problem faced by an investor expecting to receive an uncertain amount of cash flow in a foreign currency on a certain future date T. The investor is also assumed to be exposed to long-term exchange ...

Se presenta una propuesta metodológica para resolver el problema de la valoración de opciones sobre tipo de cambio en el mercado colombiano. Se realiza una breve revisión de las características del mercado de tasa de cambio ...

Financial derivatives are broadly used for hedging purposes by large financial and non-financial corporations in developed countries. Thereof, currency derivatives represent the biggest class. For some currencies, foreign ...

This paper revisits the issue of the influence of macro-economic announcements over the exchange rates volatility, but from a different perspective as it is the usual in the econometric literature. By quantifying the impact ...

We investigate arbitrage opportunities in the Brazilian options market. Our research consists inbacktesting several delta-gamma neutral portfolios of options traded in B3 exchange to assessthe possibility of obtaining ...