Essays about: "Hedging"

Showing result 1 - 5 of 160 essays containing the word Hedging.

  1. 1. DVA in the Structured Notes Issuance Portfolio

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Sebastian Sohl; [2017]
    Keywords : xVA; DVA; Structured Notes;

    Abstract : This thesis focus on the issuer credit risk in financial derivatives held by a structured notes desk. Post-crisis derivative valuation includes valuation adjustments for credit, collateral and funding risk, commonly referred to as xVA. READ MORE

  2. 2. Determinants of Exchange Rate Risks in the Automotive Industry

    University essay from Göteborgs universitet/Graduate School

    Author : Daria Pilat; [2016-10-14]
    Keywords : determinants of foreign currency exposure; currency risk hedging; automotive industry;

    Abstract : MSc in International Business and Trade.... READ MORE

  3. 3. Performance of hedge fund strategies in bull and bear markets

    University essay from

    Author : Emil Johnsson; Jesper Karlsson; [2016-07-06]
    Keywords : Financial Markets; Hedge Funds; Hedging; Institutional Investors; Rate of Return Analysis; Risk Hedging; Risk Return;

    Abstract : Hedge funds use a wide variety of investment styles, although many people have the perception that they are a relatively homogenous group with similar strategies to generate returns. Understanding the differences in the risk and return structure of hedge fund strategiesis crucial to making a good investment decision. READ MORE

  4. 4. Corporate Currency Hedging through the Use of Derivatives An analysis on its effects and determinants on a European sample

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Marco Cazzola; Ioannis Ntarlantanis; [2016]
    Keywords : Corporate Risk Management; Foreign Exchange Exposure; Derivatives;

    Abstract : According to financial theory, corporate hedging increases shareholders' value in presence of imperfect capital markets. Empirical results backing this hypothesis have always been contradictory, showing different results depending on which kind of companies, industries, countries were analyzed and which proxy variables were deployed to assess this relationship. READ MORE

  5. 5. Optimal prissäkringsandel : en jämförelse mellan maltkorn och foderkorn

    University essay from SLU/Dept. of Economics

    Author : Anton Karlsson; Christoffer Nessvi; [2016]
    Keywords : Optimal prissäkringsandel; maltkorn; foderkorn; prissäkring;

    Abstract : Spannmålsmarknaden blir allt mer volatil, vilket innebär att riskexponeringen inom lantbrukssektorn ökar. För att minska prissfluktuationerna blir det allt mer aktuellt för lantbrukare att prissäkra sina råvaror och därmed minska riskexponeringen. READ MORE