Essays about: "Foreign Exchange Rates"

Showing result 11 - 15 of 59 essays containing the words Foreign Exchange Rates.

1. 11. Effectiveness of English teaching with JET Programme Assistant Language Teachers and Japanese Teachers of English : Team Teaching Perceptions through Team Interviews

   University essay from Stockholms universitet/Institutionen för pedagogik och didaktik

   Author : Elliot Smith; [2021]
   Keywords : JET Programme; EFL; Effectiveness; Self-efficacy; Relationships; Assistant Language Teacher; Japanese Teacher of English; Japanese Education; Native Speaker;

   Abstract : This research seeks to develop further understandings of effectiveness of the  Japan Exchange and Teaching (JET)  Programme. The JET programme is an internationalisation programme of which employs primarily native English language speakers into the role of Assistant Language Teachers of whom aid in teaching English within school settings across Japan. READ MORE

3. 12. Hedging of a foreign exchange swapbook using Stochastic programming

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Emma Bohlin; Jonatan Harling; [2021]
   Keywords : term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

   Abstract : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. READ MORE

4. 13. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model

   University essay from KTH/Matematisk statistik

   Author : Felix Greberg; [2020]
   Keywords : Public Debt Management; Financial Mathematics; Portfolio Optimization; Ornstein–Uhlenbeck; Vector Autoregression; Term Structure Evolution; Nelson-Siegel; R; Monte Carlo simulation; Skuldförvaltning; Finansiell matematik; Portföljoptimering; Ornstein–Uhlenbeck; Vector autoregression; Ränteutvecklingsmodeller; Nelson-Siegel; R; Monte Carlo-simulering;

   Abstract : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. READ MORE

5. 14. The Riksbank and International Interest Rate Dynamics

   University essay from Göteborgs universitet/Graduate School

   Author : Stefan Lindborg; [2019-10-21]
   Keywords : Interest rate; International Dynamics; Capital Flows; Small Open Econimics; DSGE; Riksbank; Sweden;

   Abstract : Based on the case of Sweden, this thesis studies the relationship between the nominal interest rate in a small open economy and the interest rates of the country's trading partners. Cross-country interest rate differentials affect domestic economic conditions through two channels; the exchange rate channel and via capital flows. READ MORE

6. 15. A STUDY ON THE DCC-GARCH MODEL’S FORECASTING ABILITY WITH VALUE-AT-RISK APPLICATIONS ON THE SCANDINAVIAN FOREIGN EXCHANGE MARKET

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Tim Andersson-Säll; Johan Lindskog; [2019]
   Keywords : Multivariate GARCH; Conditional Correlations; Forecasting; Time-varying covariance matrices; Exchange rate returns; Variance-Covariance matrix;

   Abstract : This thesis has treated the subject of DCC-GARCH model’s forecasting ability and Value-at- Risk applications on the Scandinavian foreign exchange market. The estimated models were based on daily opening foreign exchange spot rates in the period of 2004-2013, which captured the information in the financial crisis of 2008 and Eurozone crisis in the early 2010s. READ MORE