Avancerad sökning

Hittade 5 uppsatser som matchar ovanstående sökkriterier.

  1. 1. “Vi kan ju ringa Riksbanken och be dem sänka räntan” : En studie om valutariskhantering inom skogsindustrin

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Therese Nguyen; Natalie Rabizadeh; [2016]
    Nyckelord :Risk management; hedging; currency exposure; exchange rate; exchange rate risk; derivative instruments; Riskhantering; hedging; valutarisk; valutariskhantering; valutaexponering; derivatinstrument;

    Sammanfattning : As markets have become more globalized it is easier for businesses to expand to other countries. But due to different situations in each country companies must find ways to handle different risks, and one important aspect of financial management is foreign exchange exposure. LÄS MER

  3. 2. Collateral choice option valuation

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sébastian Mollaret; [2015]
    Nyckelord :Collateral; optimal collateral posting; multi-currency collateral; collateral pricing; collateral discounting; conditional independence.;

    Sammanfattning : A bank borrowing some money has to give some securities to the lender, which is called collateral. Different kinds of collateral can be posted, like cash in different currencies or a stock portfolio depending on the terms of the contract, which is called a Credit Support Annex (CSA). LÄS MER

  4. 3. Swedish dairy farmers’ interest in using price risk management tools : a study of correlating factors

    Uppsats för yrkesexamina på avancerad nivå, SLU/Dept. of Economics

    Författare :Julia Andersson; Ankie Hilmerby; Anna Sundin Lundberg; [2014]
    Nyckelord :Dairy; derivatives; factors; farmer; forwards contract; futures contract; hedging; interest; questionnaire; risk; risk management tools;

    Sammanfattning : The dairy market will change importantly in the coming years. The quota system, which has regulated the European dairy production, will disappear in 2015 and the European dairy market will then be importantly affected by the volatility characterizing the dynamic of world prices. LÄS MER

  5. 4. 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

  7. 5. Efficient hedging in an illiquid market

    Uppsats för yrkesexamina på avancerad nivå, SLU/Dept. of Energy and Technology

    Författare :Erik Kalin; [2011]
    Nyckelord :risk premium; risk premia; electricity forward; rolling hedge;

    Sammanfattning : Vattenfall hedge its future electricity production in order to decrease fluctuations in theresult. Hedging can in a simplified way be described as selling the future electricity deliveriesin long-term contracts so that the future price of the delivery becomes fixed. LÄS MER