Sökning: "currency derivatives"

Visar resultat 16 - 20 av 26 uppsatser innehållade orden currency derivatives.

  1. 16. The Value of Foreign Currency Hedging: A study on the German market

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Thomas Bielmeier; Christian Hansson Nansing; [2013]
    Nyckelord :Firm value; Hedging; Currency derivatives; Volatility; Business and Economics;

    Sammanfattning : This study examines the use of derivatives by 137 public firms in Germany in 2006-2010. To our knowledge our study is the first examination of the relation between hedging and market value on the German market. We find in univariate tests that the use of derivatives by non-financial firms does not add value. LÄS MER

  3. 17. Layered Basket Option Hedging : Currency risk management for multinational corporations

    Magister-uppsats, IHH, Företagsekonomi

    Författare :Gustav Carlsson; Robin Ericsson; [2012]
    Nyckelord :Currency risk; Hedging; Options; Basket; Forwards; Diversification;

    Sammanfattning : Background: In an increasingly globalized environment, corporations perform transactions across borders on a day-to-day basis. As multinational corporations expand their businesses the number of currencies in their operations increases. The consequence of operating with several currencies is the risk associated with currency fluctuations. LÄS MER

  4. 18. Valutariskhantering - Spelar storleken någon roll? : Fallstudier på Sandvik och CardGroup

    Kandidat-uppsats, Avdelningen för ekonomi

    Författare :Björn Borgström; Viktor Eriksson; [2011]
    Nyckelord :currency risk management; exposure; hedging; netting; options; forwards; policies; valutariskhantering; hedgning; valutariskexponering; termin; option; netting; policy;

    Sammanfattning : Syfte: Hantering av valutarisker i ett exporterande företag kan vara avgörande för att nå framgång. Syftet är att undersöka hur valutariskexponering uppstår samt att se hur valutarisk hanteras i två exporterande företag. Uppsatsen behandlar ett stort multinationellt företag och ett mindre företag. LÄS MER

  5. 19. Future rates and the success of derivates of the firm : Case Study of Futures Contracts Sold on CME

    Magister-uppsats, Institutionen för ekonomi och it

    Författare :Michael Mulambia; [2011]
    Nyckelord :Derivatives; business; english; success; futures contracts; forward contracts; hedging; speculation; profit; loss; firm;

    Sammanfattning : In today’s world economy, many companies produce where it is most cost effective to produce goods, sell where it is most profitable and source capital where it is cheaper than anywhere else, without worrying about national boundaries. However, this stage were the world has reached began three decades ago with the freeing of exchange rate, capital and interest rate controls. LÄS MER

  7. 20. Where the rainbow ends...

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Armin Näsholm; Nicklas Norling; [2011]
    Nyckelord :DCC-GARCH; CCC-GARCH; GARCH; Correlation forecasting; Rainbow option; Volatility forecasting; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : Purpose: The purpose of this thesis is to evaluate which model for forecasting the variance covariance matrix is the most accurate. This is important because the more accurate forecast the more correct pricing of derivatives with several underlying instruments. LÄS MER