Sökning: "hedge with derivatives"
Visar resultat 1 - 5 av 27 uppsatser innehållade orden hedge with derivatives.
1. The use of derivatives in corporate risk management - A value adding strategy?
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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
2. Dispersion Trading: A Way to Hedge Vega Risk in Index Options
Master-uppsats, KTH/Matematik (Avd.)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
3. Improving term structure measurements by incorporating steps in a multiple yield curve framework
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). LÄS MER
4. Predicting Financial Trader Participation in Fixing Risk Mitigation Cycles : A Machine Learning Approach
Master-uppsats, KTH/Matematisk statistikSammanfattning : Financial markets have been crucial in driving capital investments across the world. Anessential piece of these markets is the presence of risk takers, or market speculators, who will hold financial portfolios in hopes of profit. LÄS MER
5. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : 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
