Sökning: "Optimal Hedging Strategy"

Visar resultat 1 - 5 av 12 uppsatser innehållade orden Optimal Hedging Strategy.

1. 1. Pricing and Hedging American-Style Options withDeep Learning: Algorithmic implementation

   Master-uppsats, Uppsala universitet/Analys och partiella differentialekvationer

   Författare :Mohammed Moniruzzaman Khan; [2023]
   Nyckelord :;

   Sammanfattning : This thesis aims at evaluating and implementing Longstaff & Schwarz approach for approximating the value of American options. American options are generally hard to value, exercised at any time up to its expiration and moreover, there is no closed- form solution for an American option’s price. LÄS MER

3. 2. The Influence of the COVID-19 Pandemic on the Swedish Financial Market

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Wilma Berndtsson Svirins; Hanna Ledin; [2022]
   Nyckelord :COVID-19; applied mathematics; industrial engineering and management; regression analysis; financial market; OMXS30; COVID-19; tillämpad matematik; industriell ekonomi; regressionsanalys; finansmarknaden; OMXS30;

   Sammanfattning : The initial coronavirus disease caught the world by surprise at the end of 2019, as it was soon declared a pandemic. It led to an unexpected global crisis and profound disruption in societies and Sweden was no exception. LÄS MER

4. 3. Strategies for mitigating foreign exchange risk

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Fredrik Bergman; Markus Rosén; [2021]
   Nyckelord :FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

   Sammanfattning : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. LÄS MER

5. 4. European Investor Currency Hedging: Forwards or Options in International Portfolios

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Yan Xu; [2014]
   Nyckelord :international portfolio currency hedging; hedging instruments; currency forward contracts; currency put options; optimal portfolio; CVaR; Business and Economics;

   Sammanfattning : The hedging effectiveness of currency forward contracts and currency put option for three different portfolios—Portfolio of Emerging Markets, Portfolio of Developed Countries, and the International Portfolio—are examined from the viewpoint of European investors. European Union (EU), United States (US), United Kingdom (UK), Switzerland (SF), Sweden (SE), Denmark (DK), Norway (NK), and Japan (JAP) are considered in the developed countries. LÄS MER

7. 5. Determinant Influence on Hedging Strategies - A case study of AB Volvo, AB SKF and Getinge AB

   Master-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Linn Birnbo; Sofie Wernersson; [2013-07-02]
   Nyckelord :Currency risk management; Foreign exchange rate risk; Hedging; Netting; Hedging Strategy; Determinants;

   Sammanfattning : Background and Problem: Most internationally operating companies are exposed to foreign exchange risk. Companies who hedge their currency exposure strive to minimize the effect of unfavourable foreign exchange rate movements since it can have a negative impact on companies’ operational results. LÄS MER