Treasury management model with foreign exchange exposure (Q2574065)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Treasury management model with foreign exchange exposure |
scientific article |
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Treasury management model with foreign exchange exposure (English)
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16 November 2005
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scenario generation
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stochastic programming
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fx currency hedging
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value at risk
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vector error correction model
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treasury management
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forward price
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spot price
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mark to market
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