Essays about: "Currency Forward Contracts"

Showing result 1 - 5 of 9 essays containing the words Currency Forward Contracts.

1. 1. Prediction of Currency Pairs : Statistical relations between futures and forward contracts

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Anna Aronsson; Elsa Kjellén; [2021]
   Keywords : ;

   Abstract : Forecasting prices is a widely extended topic on the financial markets and is used by traders all over the world to make profitable trades. However, there exists a limited amount of research regarding the relation between the price movements of futures and forward contracts. READ MORE

3. 2. Design and Implementation of A Smart Grid System Based on Blockchain Smart Contract Technology

   University essay from Mittuniversitetet/Institutionen för informationssystem och –teknologi

   Author : Xueyuan Foo; [2020]
   Keywords : Blockchain; Ethereum; Smart contracts; Smart Grid; Hash Algorithm; Blockchain; Ethereum; Smarta kontrakt; Smarta elnät; Hash-algoritm;

   Abstract : Under de senaste åren har blockchain-tekniken fått mer och mer uppmärksamhet. Det har visat speciella fördelar i digital valuta, eftersom det distribueras och dess data inte kan ändras. Med fler länder som presenterar idén om kraftsysteminnovationen har ett stort antal distribuerade kraftkällor dykt upp. READ MORE

4. 3. European Investor Currency Hedging: Forwards or Options in International Portfolios

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yan Xu; [2014]
   Keywords : international portfolio currency hedging; hedging instruments; currency forward contracts; currency put options; optimal portfolio; CVaR; Business and Economics;

   Abstract : The hedging effectiveness of currency forward contracts and currency put option for three different portfolios—Portfolio of Emerging Markets, Portfolio of Developed Countries, and the International Portfolio—are examined from the viewpoint of European investors. European Union (EU), United States (US), United Kingdom (UK), Switzerland (SF), Sweden (SE), Denmark (DK), Norway (NK), and Japan (JAP) are considered in the developed countries. READ MORE

5. 4. Implications of Multiple Curve Construction in the Swedish Swap Market

   University essay from KTH/Entreprenörskap och Innovation

   Author : Erik Lidholm; Benjamin Nudel; [2014]
   Keywords : collateral; cross currency; discount curve; forward curve; forward starting; off-market; swap; Stibor; collateral; cross currency; diskonteringskurva; forwardkurva; forward starting; off-market; swap; Stibor;

   Abstract : The global financial crisis of 2007 caused abrupt changes in the financial markets. Interest rates that were known to follow each other diverged. Furthermore, both regulation and an increased awareness of counterparty credit risks have fuelled a growth of collateralised contracts. READ MORE

6. 5. Forwards versus Options: Effectiveness in Hedging Currency Risk in International Portfolios

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Cecilia Alvarado-Vargas; Khwanchanok Kessakorn; [2013]
   Keywords : Currency Hedging; International Portfolios Diversification; Currency Forward Contracts; Currency Put Options.; Business and Economics;

   Abstract : 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. READ MORE