Sökning: "foreign exchange swaps"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden foreign exchange swaps.

  1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Nyckelord :term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Sammanfattning : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. LÄS MER

  3. 2. Den svenska kronans effekt på utländska fastighetsinvesteringar i Sverige : En kvalitativ studie om valutarisk

    Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Svante Forsmark; Fredrik Kastensson Gussing; [2023]
    Nyckelord :Real Estate; Currency Risk; Transactions; Currency Hedging Tools; Swedish Krona; Cross-Border Real Estate Investments; Fastigheter; Valutarisk; Transaktioner; Valutasäkringsverktyg; Svenska Kronan; Gränsöverskridande fastighetsinvesteringar;

    Sammanfattning : Gränsöverskridande fastighetsinvesteringar har blivit allt vanligare sedan andra hälften av 1900-talet. Idag står gränsöverskridande aktörer för en relativt stor del av den årliga transaktionsvolymen i Sverige. Samtidigt har kronan under en längre tid varit svag och fluktuerat kraftigt, inte minst under senare år. LÄS MER

  4. 3. Hedging of a foreign exchange swapbook using Stochastic programming

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Emma Bohlin; Jonatan Harling; [2021]
    Nyckelord :term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

    Sammanfattning : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. LÄS MER

  5. 4. Foreign Exchange Risk Management Practices : A Study of Swedish Medium- and Large-sized Companies

    Kandidat-uppsats, IHH, Företagsekonomi

    Författare :Catrin Jakobsson; Daniel Edvardsen; Ola Henriksson; [2009]
    Nyckelord :Exchange risk; Hedging; Leading; Lagging; Swaps; Invoice Currency; Valutarisk; Hedging; Leading; Lagging; Swaps; Invoice Currency;

    Sammanfattning : Purpose: The purpose of the thesis is to describe which foreign exchange risk techniques that are used by medium- and large-sized Swedish companies within the Jönköping region, and how they as well as a bank evaluate the techniques in the current recession. Background: The reason why companies decide to expand their operations abroad is to take advantage from imperfections in other national markets. LÄS MER

  7. 5. Exchange rate risk in Automobile Industry: An Empirical Study on Swedish, French and German Multinational Companies.

    Magister-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Lyna Alami Barumwete; Feiyi Rao; [2008]
    Nyckelord :Exchange rate risk; Hedging strategies; Risk management; Foreign Exchange exposure;

    Sammanfattning : Recently, both company executives as well as national media have claimed that short currency exchange rate fluctuations are negatively affecting the stock returns of certain firms. However, most previous studies focusing on companies in the US and Asia have been unable to find empirical support for a statistically significant linkage between firm value and exchange rate risk. LÄS MER