Sökning: "FOREIGN EXCHANGE RISK MANAGEMENT"

Visar resultat 1 - 5 av 36 uppsatser innehållade orden FOREIGN EXCHANGE RISK MANAGEMENT.

  1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Nyckelord :term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Sammanfattning : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. LÄS MER

  3. 2. Foreign Exchange Rate Derivatives and Firm Value

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Love Kalms; Maja Sterner; Lisa Sterner; [2023]
    Nyckelord :derivative; hedging; exchange rate exposure; firm value; Tobin’s Q; Business and Economics;

    Sammanfattning : Using Tobin’s Q as an approximation of firm value, this paper aims to examine the effect of foreign exchange rate derivatives on firm value. Risk management is viewed by many as one of the most vital aspects of corporate- and business strategy. LÄS MER

  4. 3. Does hedging with derivatives create firm value?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Albin Nilsson; August Beckman; [2023]
    Nyckelord :Corporate Risk Management; Hedging; Cash Holdings; Derivatives; Firm Value; Business and Economics;

    Sammanfattning : This paper studies the impact derivative hedging has on firm value and whether the relationship is affected by differences in cash holdings. We use hand-collected data for 171 Swedish firms from various industries during the period 2016-2021 to examine the relationship. LÄS MER

  5. 4. The Phenomenon of Cryptocurrency and its Implementation into Businesses

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Silvia Cristina Tufan; Marcus Nilsson; Oliver Elm; [2022]
    Nyckelord :Bitcoin; Stablecoin; Cryptocurrency; Blockchain; Smart contract; Decentralization; Foreign Exchange; International Businesses; Strategic Management; Transaction costs; Agency theory; Business and Economics;

    Sammanfattning : While the popularity of cryptocurrencies has seen a dramatic uptick as of late, the general phenomenon still carries with it a high level of novelty. The inception of cryptocurrencies began with Bitcoin in late 2008, making its first appearance on a cryptographic community forum, posted by a yet to be identified entity carrying the pseudonym Satoshi Nakomoto. LÄS MER

  7. 5. Hantering av svenska investerares valutarisk i amerikanska tillgångar : Hur svansrisken i en amerikansk aktie och obligationsportfölj denominerad i SEK påverkas av en optimal valutahedge

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ivar Hedrén; Henrik Käller Åkesson; [2022]
    Nyckelord :CVaR; tail risk; foreign exchange risk; USD:SEK; hedging; covariation; CVaR; svansrisk; valutarisk; USD:SEK; hedging; samvariation;

    Sammanfattning : För investerare vars portföljer utgörs av internationella investeringar är det i synnerhet viktigt att begrunda beroendestrukturen mellan internationella investeringar och valutakurser. Detta på grund av den valutarisk som investeraren exponerar sig mot utöver de internationella tillgångarnas inneboende risk. LÄS MER