Sökning: "hedging instruments"

Visar resultat 11 - 15 av 44 uppsatser innehållade orden hedging instruments.

1. 11. Implementing and testing possible hedging strategies to minimise value fluctuations in a defaulted portfolio

   Master-uppsats, Umeå universitet/Institutionen för fysik

   Författare :Gabriel Nilsson; [2019]
   Nyckelord :;

   Sammanfattning : A Central Counterparty (CCP) handles clearing between its members and can mutualise and reduce the counterparty and credit risk in a network. In the case of a clearing member defaulting on its obligations, the defaulted portfolio will be taken over by the CCP, which will attempt to close out the positions as quickly as possible. LÄS MER

3. 12. DOES BITCOIN MAKE SWEDES SHARP(E)? An empirical study of the effect on riskadjusted return when including Bitcoin in the average Swedish investor´s portfolio

   Kandidat-uppsats,

   Författare :Sandra Hernvall; Kent Oskar Härnestav; [2018-07-05]
   Nyckelord :Bitcoin; Cryptocurrency; Portfolio Optimization; Hedge; Safe Haven; Diversification; Sharpe Ratio;

   Sammanfattning : Globalization causes domestic markets to become increasingly correlated, making it harder for investors to find instruments for diversification. Bitcoin is a cryptocurrency that has shown spectacular returns and drawn great attention during the past two years. LÄS MER

4. 13. Determinants of Hedging Maturity: An Empirical Study in American Oil and Gas Companies

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Jonas Werstroh; Björn Svensson; [2018]
   Nyckelord :Hedging; Maturity; Debt; Long-term; Determinant; Business and Economics;

   Sammanfattning : This study analyzes hedging maturity structure and examines the relation between the maturity structure of corporate hedging and debt characteristics. The purpose of the study is to provide new insights in what determines the hedging maturity and discover new aspects of companies hedging positions, which still is an unexplored area of modern risk management theory. LÄS MER

5. 14. Does having previous working experiences in finance affect corporate hedging decisions made by the CEO? - a study on U.S. oil and gas producers

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Peera Sakdanupong; Jeremy Seow; [2018]
   Nyckelord :Hedging; Hedge ratio; Chief executive officers; CEO characteristics; CEO risk preferences; Finance career; Business and Economics;

   Sammanfattning : The purpose of this thesis is to investigate if a CEO with finance and accounting working experiences would affect corporate hedging decisions, in terms of the decision to hedge, the extent of hedging, and the type of hedging tools used. This thesis uses panel data regressions where the hedge ratio, binary hedging decisions and hedging types are dependent variables, controlled by independent variables such as a dummy variable for CEOs with finance working experience, various CEO characteristics, and firm-level variables. LÄS MER

7. 15. Real Estate Financing and Interest Rate Hedging : A quantitative real estate investment case study

   Master-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

   Författare :Wimjan van de Wiel; Felix Kristopher Bock; [2017]
   Nyckelord :Derivatives; Financing; Hedging; Interest Rate Risk; Monte Carlo Simulation; Real Estate Investment;

   Sammanfattning : Background: The expansive monetary policy of the European Central Bank has been leading to all-time-low interest rates and to a strong move into real estate investment. Low interest rates can work in favor of the investor (due to low interest rate expenditures), but increasing interest rates can jeopardize real estate investments. LÄS MER