Sökning: "currency derivatives"

Visar resultat 6 - 10 av 26 uppsatser innehållade orden currency derivatives.

  1. 6. Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Simon Carlsson; Erik Allgårdh; [2020]
    Nyckelord :Regression analysis; trading volume; number of trades; applied mathematics; exchange-traded products; bachelor thesis; NDX; Regressionsanalys; handelsvolym; antal avslut; tillämpad matematik; börshandlade produkter; kandidatexamensarbete; NDX;

    Sammanfattning : This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. LÄS MER

  3. 7. Interest Rate Volatility and its Effect on Interest Rate Options

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

    Författare :Jacqueline Eriksson; Jakob Sundblad; [2020]
    Nyckelord :Interest Rates Regimes; Volatility; Derivatives; Interest Rate Options; Asset Pricing;

    Sammanfattning : This paper replicates the study conducted by Guillaume et. al (2013) and derives a relationship between the interest rate volatility and the interest rate level for the Swedish currency (SEK). The results suggest interest rates to be divided into three different regimes consisting of low, intermediate and high rates. LÄS MER

  4. 8. Att säkra eller inte säkra : En kvantitativ studie om säkring av transaktionsexponering med valutaderivat

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Jacob Cederkäll; Rickard Karlsson; [2018]
    Nyckelord :Foreign exchange risk; currency derivatives; transaction exposure; financial hedging; Valutarisk; valutaderivat; transaktionsexponering; finansiell hedging;

    Sammanfattning : With an increasingly globalized world of multinational firms dominating the global market, firms have discovered the impact of transaction exposure on their business. To handle the risk, firms can hedge their transaction exposure with currency derivatives. LÄS MER

  5. 9. Corporate Currency Hedging through the Use of Derivatives An analysis on its effects and determinants on a European sample

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

    Författare :Marco Cazzola; Ioannis Ntarlantanis; [2016]
    Nyckelord :Corporate Risk Management; Foreign Exchange Exposure; Derivatives;

    Sammanfattning : According to financial theory, corporate hedging increases shareholders' value in presence of imperfect capital markets. Empirical results backing this hypothesis have always been contradictory, showing different results depending on which kind of companies, industries, countries were analyzed and which proxy variables were deployed to assess this relationship. LÄS MER

  7. 10. The smile of currency derivatives – PCA modelling of the FX effect

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ola Nielsen; [2016]
    Nyckelord :foreign exchange; option; risk management; implied volatility; volatility smile; principal components; Business and Economics;

    Sammanfattning : This paper investigates the non-flat volatility surface of foreign exchange options, a so-called volatility smile. Foreign exchange options are especially interesting due their liquidity and frequency in risk management. To propose a non-complex model of the determinants of variation in the smile, a principal component approach is suggested. LÄS MER