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Visar resultat 1 - 5 av 26 uppsatser som matchar ovanstående sökkriterier.

  1. 1. The use of derivatives in corporate risk management - A value adding strategy?

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

    Författare :Agnes Strignert; [2024]
    Nyckelord :Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

    Sammanfattning : 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. 2. 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

  4. 3. Advanced methods for pricing financial derivatives in a market modelwith two stochastic volatilities

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

    Författare :Victor Folajin; [2021]
    Nyckelord :Financial derivative; market model; cubature method; stochastic Taylor expansion; Stratonovich integral;

    Sammanfattning : This thesis is on an advanced method for pricing financial derivatives in a market model,which comprises two stochastic volatilities. Financial derivatives are instruments whosethat is related to any financial asset. Underlying assets in derivatives are mostly financialinstruments; such as security, currency or a commodity. LÄS MER

  5. 4. Det är som att leka med elden : En kvalitativ studie om valutakursens påverkan på internationellt agernade svenska SME-företag

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Elin Appelqvist; Emma Thomsson; [2020]
    Nyckelord :Currency exposure; Currency risk; Currency strategy; Exchange rate; Export; Hedging; Import; SME; Export; Hedging; Import; SME; Valutakurs; Valutarisk; Valutastrategi; Valutaexponering;

    Sammanfattning : Företag som agerar på en internationell marknad står inför olika risker men också möjligheter vid en valutafluktuation. Företag som hanterar ett pengaflöde i någon form av utländsk valuta står inför valutaexponering när valutakursen fluktuerar. För att minska valutarisken kan företagen använda sig av olika valutastrategier. LÄS MER

  7. 5. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Felix Greberg; [2020]
    Nyckelord :Public Debt Management; Financial Mathematics; Portfolio Optimization; Ornstein–Uhlenbeck; Vector Autoregression; Term Structure Evolution; Nelson-Siegel; R; Monte Carlo simulation; Skuldförvaltning; Finansiell matematik; Portföljoptimering; Ornstein–Uhlenbeck; Vector autoregression; Ränteutvecklingsmodeller; Nelson-Siegel; R; Monte Carlo-simulering;

    Sammanfattning : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. LÄS MER