Sökning: "derivatives instruments"

Visar resultat 1 - 5 av 30 uppsatser innehållade orden derivatives instruments.

  1. 1. Valuation of interest rate instruments under backward-looking forward rate framework

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Guanyu Yang; [2024]
    Nyckelord :IBOR; Backward-looking rates; Valuation of interest rate derivatives;

    Sammanfattning : With the discontinuation of Interbank Offered Rates(IBOR), traders found some al-ternative reference rates to replace IBOR. Backward-looking rates are widely accepted new benchmark interest rates. LÄS MER

  3. 2. 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

  4. 3. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Albin Irell Fridlund; Johanna Heberlein; [2023]
    Nyckelord :Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

    Sammanfattning : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. LÄS MER

  5. 4. Finansiella instrument : En rättsekonomisk analys av värdepappersmarknadens grundläggande rättshandlingar

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Juridiska institutionen

    Författare :Anton Lindblad; [2022]
    Nyckelord :financial instruments; capital markets law; product-neutral; law and economics; new institutional economics; legal history; comparative analysis; regulatory framework; financial innovation; equity; financial derivatives; debt; debt instruments; pre-modern markets; financial history; legal evolution; transferability; negotiability; international trade; historical evolution; cryptocurrencies; fractional shares; transactional costs; transaction cost theory; Coase; behaviorism; finansiella instrument; kapitalmarknadsrätt; produktneutralitet; rättsekonomi; ny institutionell ekonomi; rättshistoria; komparativ analys; regulatoriskt ramverk; finansiell innovation; aktier; finansiella derivatinstrument; skuldfinansiering; förmoderna marknader; finansiell historia; rättslig evolution; överlåtbarhet; negotiabilitet; internationell handel; historisk evolution; kryptovalutor; aktieandelar; transaktionskostnader; transaktionskostnadsteori; Coase; rättsekonomisk behaviorism;

    Sammanfattning : This thesis evaluates and constructs a general, product-neutral legal concept and model of financial instruments, as opposed to the product-dependent definitions currently employed in contemporary capital markets law. Through a combination of law and economics perspectives, legal history, and comparative analysis, the study examines the various types of financial instruments currently and previously in use. LÄS MER

  7. 5. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Nikolas Tsigkas; [2022]
    Nyckelord :Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

    Sammanfattning : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. LÄS MER