Sökning: "Interest Rate Hedging"

Visar resultat 16 - 20 av 47 uppsatser innehållade orden Interest Rate Hedging.

  1. 16. The developed market currency tango: Carry trade and hedging during 2014 – 2019. VECM and DCC approach

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sekou Soumaoro; [2019]
    Nyckelord :Carry trade; hedging; currency market; GARCH DCC; VECM; Business and Economics;

    Sammanfattning : In this study carry trade activity in AUD, CAD, EUR and YEN vis the USD between 2014 – 2019 was analysed. The first approach employs a VECM, analyse evidence of carry trade recorded in the exchange rate pairs Futures, Forwards and Spot. LÄS MER

  3. 17. Implementing and testing possible hedging strategies to minimise value fluctuations in a defaulted portfolio

    Master-uppsats, Umeå universitet/Institutionen för fysik

    Författare :Gabriel Nilsson; [2019]
    Nyckelord :;

    Sammanfattning : A Central Counterparty (CCP) handles clearing between its members and can mutualise and reduce the counterparty and credit risk in a network. In the case of a clearing member defaulting on its obligations, the defaulted portfolio will be taken over by the CCP, which will attempt to close out the positions as quickly as possible. LÄS MER

  4. 18. Hedging Interest Rate Derivatives (Evidence from Swaptions) in a Negative Interest Rate Environment: : A comparative analysis of Lognormal and Normal Model

    Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Shedrack Lutembeka; [2017]
    Nyckelord :;

    Sammanfattning : This thesis is about hedging interest rate derivatives in a negative interest rate environment. The main focus is on doing a comparative analysis on how risk varies between Lognormal and Normal models. LÄS MER

  5. 19. Can Bitcoin be used as a hedge against the Swedish market? : Does Bitcoin have hedging capabilities against the OMXS30, or is it just a diversifier in a portfolio?

    Kandidat-uppsats, Stockholms universitet/Finansiering

    Författare :Camilla Law; Marja Vahlqvist; [2017]
    Nyckelord :Cryptocurrency; Bitcoin; Hedge; Diversifier;

    Sammanfattning : Bitcoin has gained more recognition than ever before, and the interest in cryptocurrencies seems to grow exponentially. Without any central government regulating Bitcoin, a global user group has adopted this new technology, which is designed to be used as a currency for trading without banks. LÄS MER

  7. 20. Real Estate Financing and Interest Rate Hedging : A quantitative real estate investment case study

    Master-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Wimjan van de Wiel; Felix Kristopher Bock; [2017]
    Nyckelord :Derivatives; Financing; Hedging; Interest Rate Risk; Monte Carlo Simulation; Real Estate Investment;

    Sammanfattning : Background: The expansive monetary policy of the European Central Bank has been leading to all-time-low interest rates and to a strong move into real estate investment. Low interest rates can work in favor of the investor (due to low interest rate expenditures), but increasing interest rates can jeopardize real estate investments. LÄS MER