Sökning: "FX Hedging"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden FX Hedging.

  1. 1. Strategies for mitigating foreign exchange risk

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Bergman; Markus Rosén; [2021]
    Nyckelord :FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

    Sammanfattning : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. LÄS MER

  3. 2. Hedging of a foreign exchange swapbook using Stochastic programming

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Emma Bohlin; Jonatan Harling; [2021]
    Nyckelord :term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

    Sammanfattning : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. LÄS MER

  4. 3. Extracting volatility smiles from historical spot data

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Emil Larsson; [2017]
    Nyckelord :Monte Carlo option pricing; empirical volatility smile; Business and Economics;

    Sammanfattning : The Black-Scholes model has been the fundamental framework for option pricing since its publication 1973, but it is known to have shortcomings. To correct for this, plenty of research in option pricing theory has been focused on calibrating a stochastic process to match asset behavior in the financial markets better than the geometric Brownian motion that Black-Scholes assume describe asset behaviour justly. LÄS MER

  5. 4. Exposure to FX Rate Risk - A Qualitative Analysis of German Fair Trade Importers

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Sebastian Brenner; Kerstin Remer; [2015]
    Nyckelord :Fair Trade; FX Exposure; Hedging; SMEs; Sustainable Finance; Business and Economics;

    Sammanfattning : The aim of this paper is to investigate the exposure of Fair Trade (FT) importers in Germany, operating based on the principles of the World Fair Trade Organization (WFTO), to foreign exchange (FX) rate risk in the light of the current depreciation of the Euro. The ongoing high volatility of the Euro exchange rate strongly affects Fair Trade companies that import products mostly from developing countries and sell them in the European market. LÄS MER

  7. 5. The Determinants of Hedging with Currency Derivatives : A quantitative study on the Swedish OMX Exchange

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Erik Säterborg; [2010]
    Nyckelord :hedging; derivatives; currency risk; exposure; fx; financial risk;

    Sammanfattning : Most firms are actively assessing the financial risks exposure and do determine a policy for the hedging activities. It is not solely the risk aversive attitude from the managers that need to be overlooked, but to provide sufficient information to the shareholder is desirable for minimizing the gap of information asymmetry, which is by itself considered a tool for value creation (Bergstrand et al. LÄS MER