نتایج جستجو برای: foreign exchange rate system
تعداد نتایج: 3196362 فیلتر نتایج به سال:
In this paper, we try to solve the valuation of currency option in financial engineering. We use a generalized jump-diffusion system to describe the spot Foreign Exchange (FX) rate and apply regime switching model to describe the domestic and foreign risk-free interest rate and the appreciation rate and the volatility. And the regime switching model is based on a continuous time finite state Ma...
This study examines the impacts of real exchange rate fluctuations on the companies' strategic investments in Iran. The data of 92 listed companies in Tehran Stock Exchange during the period of 2002-2015areused. First, the volatility of exchange rate is estimated by the Generalized Autoregressive Conditional Heteroskedasticity (GARCH). The model is estimated by GMM and system GMM methods. The r...
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