Sökning: "thesis foreign exchange risk"
Visar resultat 1 - 5 av 38 uppsatser innehållade orden thesis foreign exchange risk.
1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : 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
2. A Study of Risk Factor Models: Theoretical Derivations and Practical Applications
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis provides an end-to-end picture of the modelling of interest rates and Foreign Exchange (FX) rates. We start by defining the FX rates and the interest rates. After having a good understanding of the basics, we take a deep dive into the approaches commonly used to model interest rates and FX rates respectively. LÄS MER
3. Valutarisken inom Stockholmsbörsen - En kvantitativ undersökning av OMXS30-bolagens valutaexponering
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Title: The Foreign Exchange Risk of the Stockholm Stock Exchange, a Quantitative Analysis of the Foreign Exchange Risk Exposure of OMXS30-Firms. Seminar date: 1 June 2023. Course: FEKH89, Bachelor’s Thesis in Corporate Finance. Authors: Felix Hult, Mahdi Rahideh & André Rosdahl. LÄS MER
4. The Phenomenon of Cryptocurrency and its Implementation into Businesses
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : While the popularity of cryptocurrencies has seen a dramatic uptick as of late, the general phenomenon still carries with it a high level of novelty. The inception of cryptocurrencies began with Bitcoin in late 2008, making its first appearance on a cryptographic community forum, posted by a yet to be identified entity carrying the pseudonym Satoshi Nakomoto. LÄS MER
5. Daily Profit Decomposition from Fluctuations in Interest Rates and Exchange Rates Extended with Inventory
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : Multinational companies have consistently not been able to explain the impact currency and interest rates fluctuations have on their profits. To be able to account for these effects, thorough visibility is required. Epiroc Örebro is a global supplier of products and services within mining and infrastructure, with sales in more than 150 countries. LÄS MER