The Currency Risk Management in the Real Sectors of the Economy Based on Volatility

被引:0
|
作者
Medvedeva, Marina A. [1 ]
Volovich, Anatoly M. [1 ]
机构
[1] Ural Fed Univ, Ekaterinburg 620002, Russia
关键词
foreign trade activities; foreign exchange risk; using futures and options; volatility trading;
D O I
10.1063/1.4912379
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The article is devoted to the management of foreign exchange risk in the real economy. The importance of this problem is caused by the high volatility of exchange rates, which is caused by the high risks associated with unexpected changes in exchange rates. This is particularly acute problem for enterprises engaged in foreign trade activities. In the paper we propose a method for managing the currency risk, based on the technology of volatility trading in the financial market. Comparisons of the proposed method with known ones of currency risk management [1-4] are considered.
引用
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页数:3
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