Sökning: "Hedging effectiveness"
Visar resultat 1 - 5 av 18 uppsatser innehållade orden Hedging effectiveness.
1. An Empirical Study of Monetary Policy Transmission Through Floating Rate Corporate Debt
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Considering the contemporary shift in the interest rate regime and the high levels of corporate debt in the US market, we show that monetary policy surprises have an impact on stock returns. This impact is dominated by a surprise in Fed forward guidance. LÄS MER
2. Dispersion Trading: A Way to Hedge Vega Risk in Index Options
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. LÄS MER
3. Den svenska kronans effekt på utländska fastighetsinvesteringar i Sverige : En kvalitativ studie om valutarisk
Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : Gränsöverskridande fastighetsinvesteringar har blivit allt vanligare sedan andra hälften av 1900-talet. Idag står gränsöverskridande aktörer för en relativt stor del av den årliga transaktionsvolymen i Sverige. Samtidigt har kronan under en längre tid varit svag och fluktuerat kraftigt, inte minst under senare år. LÄS MER
4. Improving term structure measurements by incorporating steps in a multiple yield curve framework
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). LÄS MER
5. Profitability of animal welfare : a German pig fattening business participating in the German animal welfare initiative “Initiative Tierwohl”
Master-uppsats, SLU/Dept. of Biosystems and Technology (from 130101)Sammanfattning : Increasing numbers of people are concerned about the conditions of farm animal husbandry systems and of the whole meat industry as well as of the welfare of farm animals in Germany. The willingness to pay for animal welfare-friendly products is increasing, while until now there is only one market-based farm animal welfare (FAW) label in Germany, the “Initiative Tierwohl” (ITW). LÄS MER