Currency options. Derivative financial instruments, used as an insurance against exchange rate risk

This paper attempts to show the benefits offered by financial options contracts on foreign currencies, especially for importing companies because they serve to hedge the exchange rate risks they assume when they have debts in dollars. It also describes the main characteristics of options contracts o...

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Detalles Bibliográficos
Autor: Corona Dueñas, José Asunción
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2006
País:México
Institución:UNIVERSIDAD DE GUADALAJARA
Repositorio:Expresión Económica
Idioma:español
OAI Identifier:oai:ojs2.148.202.248.171:article/768
Acceso en línea:https://expresioneconomica.cucea.udg.mx/index.php/eera/article/view/768
Access Level:acceso abierto
Palabra clave:options
currencies
financial
exchange rate
opciones
divisas
financieros
tipo de cambio
Descripción
Sumario:This paper attempts to show the benefits offered by financial options contracts on foreign currencies, especially for importing companies because they serve to hedge the exchange rate risks they assume when they have debts in dollars. It also describes the main characteristics of options contracts on foreign currencies, their advantages in relation to other derivatives, as well as the terms and conditions of operation published by the Mexican Derivatives Market (MexDer)2 on July 27, 2006, In addition, an empirical study is presented showing the net benefits (profits minus costs) obtained by using these financial instruments to hedge exchange rate risk for importing companies. Finally, graphs are presented showing the volumes traded on the MexDer during 2006.