Sökning: "Hedging"

Visar resultat 11 - 15 av 347 uppsatser innehållade ordet Hedging.

1. 11. 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

3. 12. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Albin Irell Fridlund; Johanna Heberlein; [2023]
   Nyckelord :Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

   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

4. 13. ASEAN in a Changing Asia-Pacific

   Master-uppsats, Lunds universitet/Centrum för öst- och sydöstasienstudier

   Författare :Erik Franzén; [2023]
   Nyckelord :Asia-Pacific; AUKUS; Foreign relations; International relations; Security policy; Quad; Social Sciences;

   Sammanfattning : This thesis examines how contemporary ASEAN security and defence policies are impacted by a growing external influence in the region. The thesis relies on elite interviews conducted with academic scholars within Southeast Asia. The findings both confirm previous literature and add new insights. LÄS MER

5. 14. Riskhanteringens inflytande på elhandelsbolags budgetering

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Hanna Höij; Sofie Kjellberg; William Söderström; [2023]
   Nyckelord :Budget Management; Risk Management; Hedging; Price Hedging; Beyond Budgeting; Rolling Forecast; Business and Economics;

   Sammanfattning : Examensarbetets titel: Riskhanteringens inflytande på elhandelsbolags budgetering – En explorativ studie om relationen mellan budgeteringsprocessen och riskhanteringsprocessen på en volatil marknad Seminariedatum: 2023-01-10 Ämne/Kurs: FEKH69, Examensarbete i redovisning på kandidatnivå, 15 högskolepoäng Författare: Hanna Höij, Sofie Kjellberg & William Söderström Handledare: Elin Funck Nyckelord: Budget, Budget Management, Risk Management, Hedging, Price Hedging, Beyond Budgeting, Rolling Forecast Syfte: Syftet med studien är att undersöka hur elhandelsbolag inkorporerar riskhanteringsprocessen i budgeteringsprocessen, vilken roll budgeten fyller när risken ökar samt hur risker relaterade till elhandeln hanteras Metod: Studien har en kvalitativ forskningsansats med explorativ karaktär som involverar fem semistrukturerade intervjuer med fyra etablerade elhandelsbolag. Totalt intervjuades nio respondenter. LÄS MER

7. 15. In the Core of the Storm: Revisiting Inflation Hedging Properties Within and Across Asset Classes

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Jakub Kacperczyk; Moritz Kornherr; [2023]
   Nyckelord :Inflation hedging; Inflation risk premium; Inflation forecasting; Bond-Stock Correlation;

   Sammanfattning : The recent surge in inflation has reignited discussions on hedging inflation risks, forming the focal point of this study. In our paper we consider conventional asset classes from 1968 to 2023 as well as alternative assets from 2020 to 2023 and find that no asset class provides a statistically significant hedge against core inflation shocks, while commodities and currencies can hedge headline and energy inflation risk. LÄS MER