Zarządzanie ryzykiem walutowym warunkiem bezpieczeństwa zagranicznych transakcji przedsiębiorstw
Currency Risk Management as a Condition of the Safety of Enterprises’ Foreign Transactions

Summary/Abstract: This article is devoted to the problem of protection against currency risk of entities engaged in foreign trade. At the beginning we studied the methods of managing this type of risk, to then focus on one of them. Namely, we considered hedging strategy built on the basis of a standard currency options to hedge positions importer. The verification of effectiveness of such a strategy has been carried out on the basis of known currency option pricing model of standard Garman-Kohlhagen.

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