Sökning: "Fair Value Hedging"
Visar resultat 1 - 5 av 8 uppsatser innehållade orden Fair Value Hedging.
1. To Hedge or not to Hedge: An Empirical Analysis on the Determinants of Corporate Interest Rate Risk ManagementD-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : Two theories explain why company size and leverage affect interest rate hedging: Economies of scale of derivatives usage and expected costs of financial distress. We test whether these determinants affect corporates in the decision to hedge interest rate risk with derivatives. LÄS MER
- Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
Sammanfattning : The computational speedup of computers has been one of the de ning characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. LÄS MER
- Master-uppsats, Lunds universitet/Nationalekonomiska institutionen
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
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : In this thesis, the pricing of counterparty credit risk on an OTC plain vanilla interest rate swap is investigated. Counterparty credit risk can be defined as the risk that a counterparty in a financial contract might not be able or willing to fulfil their obligations. This risk has to be taken into account in the valuation of an OTC derivative. LÄS MER
- Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen
Sammanfattning : In this study, we look at the effects of the adoption of the revised IAS 1 rules, which has been in effect since January 1, 2009. The revised IAS 1 requires that all changes in equity, excluding changes in equity arising from transactions with owners, should be recognized in comprehensive income statement. LÄS MER