Browsing by Subject "Hedging"
Now showing items 1-3 of 3
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Fuel provisions versus hedging using forward contracts - which is the optimal strategy
(Strathmore University, 2014-03-24)Over the past years, the ever increasing prices of jet fuel have been a source of risk for the airline industry. Jet fuel is the second largest operating expenditure for airlines. It is for this reason that airlines need ... -
Hedging foreign exchange rate risk using currency futures: A case of Kenyan multinational firms
(Strathmore University, 2017)Currency futures contracts can be used in hedging exchange rate risk for firms. This study estimates the appropriate futures price that Kenyan multinational firms would have used during the year 2015 when the Kenya Shilling ... -
The Malliavin derivative and application to pricing and hedging a European exchange option
Paper presented at Strathmore International Mathematics Research Conference on July 23 - 27, 2012
