Sökning: "currency put options"

Hittade 4 uppsatser innehållade orden currency put options.

  1. 1. 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

  3. 2. Forwards versus Options: Effectiveness in Hedging Currency Risk in International Portfolios

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Cecilia Alvarado-Vargas; Khwanchanok Kessakorn; [2013]
    Nyckelord :Currency Hedging; International Portfolios Diversification; Currency Forward Contracts; Currency Put Options.; Business and Economics;

    Sammanfattning : This paper aims to examine effectiveness of currency hedging of forward contracts and options in international portfolio, consisting of assets denominated in Chinese Yuan and Indian Rupee. Instead of applying Markowitz’s portfolio optimization, mean-CVaR framework is used in order to deal with non-normality of return of financial assets as well as exchange rates. LÄS MER

  4. 3. Venture Capital- Backed Investment : Impack on Corporate Governance in Sweden

    Magister-uppsats, Blekinge Tekniska Högskola/Sektionen för management

    Författare :John Gartchie GATSI; [2006]
    Nyckelord :Venture Capital Investment; Corporate Governance; Governed Corporation and Complementarities.;

    Sammanfattning : Title: VENTURE CAPITAL-BACKED INVESTMENT: IMPACT ON CORPORATE GOVERNANCE IN SWEDEN Author: John Gartchie Gatsi Supervisor: Anders Hederstierna Department: School of Management, Blekinge Institute of Technology Course: Master’s Thesis in Business Administration, 10 Credits Background and problem discussion: Sweden is one of the small open economies with flourishing venture capital investments. Much research has not been conducted into corporate governance in Sweden when venture capital is involved. LÄS MER

  5. 4. Finansiella instrument för svenska lantbruksföretag : riskhantering och finansiella instrument för lantbruksföretag i Sverige

    L3-uppsats, SLU/Dept. of Landscape Architecture, Planning and Management (from 130101)

    Författare :Joakim Larsson; [2004]
    Nyckelord :företagsekonomi; jordbruk; Sverige;

    Sammanfattning : The survey describes a number of risks that Swedish farming companies are exposed to. The risk areas covered by the survey are currency risks, price risks and financial risks. The survey further describes why these risks have a great impact on the future development of the farming companies. LÄS MER