Sökning: "Interest rate derivatives"
Visar resultat 1 - 5 av 52 uppsatser innehållade orden Interest rate derivatives.
1. Valuation of interest rate instruments under backward-looking forward rate framework
Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikationSammanfattning : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. LÄS MER
2. The use of derivatives in corporate risk management - A value adding strategy?
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. LÄS MER
3. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER
4. Foreign Exchange Rate Derivatives and Firm Value
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : 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
5. Does hedging with derivatives create firm value?
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper studies the impact derivative hedging has on firm value and whether the relationship is affected by differences in cash holdings. We use hand-collected data for 171 Swedish firms from various industries during the period 2016-2021 to examine the relationship. LÄS MER