Essays about: "derivatives futures"

Showing result 11 - 15 of 17 essays containing the words derivatives futures.

1. 11. Future rates and the success of derivates of the firm : Case Study of Futures Contracts Sold on CME

   University essay from Institutionen för ekonomi och it

   Author : Michael Mulambia; [2011]
   Keywords : Derivatives; business; english; success; futures contracts; forward contracts; hedging; speculation; profit; loss; firm;

   Abstract : In today’s world economy, many companies produce where it is most cost effective to produce goods, sell where it is most profitable and source capital where it is cheaper than anywhere else, without worrying about national boundaries. However, this stage were the world has reached began three decades ago with the freeing of exchange rate, capital and interest rate controls. READ MORE

3. 12. Hedging with Gold Futures: Evidence from China and India

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jing Yang; Oleksandr Pavlov; [2011]
   Keywords : Gold; Futures; Hedge ratio; Hedging effectiveness; China; India; Business and Economics;

   Abstract : Recently the National Commodity & Derivatives Exchange (NCDEX) and the Shanghai Futures Exchange (SHFE) introduced gold futures trading in India and China respectively. In developing markets like China and India it is important to manage risk. READ MORE

4. 13. Incomplete Market Models and The Housing Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Henrik Petri; Olof Gustafsson; [2010]
   Keywords : Housing Market; Calibration; Brownian motion; Ornstein Uhlenbeck; Good Deal Bounds;

   Abstract : This thesis investigates the characteristics of the market for housing derivatives. We fit two incomplete market models to data using futures contracts on the S&P/Case-Shiller Composite 10 Index. READ MORE

5. 14. Numerical Methods for Pricing Swing Options in the Electricity Market

   University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

   Author : Matilda Guo; Maria Lapenkova; [2010]
   Keywords : Financial Mathematics; Numerical methods; Swing options; Electricity market;

   Abstract : Since the liberalisation of the energy market in Europe in the early 1990s, much opportunity to trade electricity as a commodity has arisen. One significant consequence of this movement is that market prices have become more volatile instead of its tradition constant rate of supply. READ MORE

6. 15. Exchange rate risk in Automobile Industry: An Empirical Study on Swedish, French and German Multinational Companies.

   University essay from Handelshögskolan vid Umeå universitet

   Author : Lyna Alami Barumwete; Feiyi Rao; [2008]
   Keywords : Exchange rate risk; Hedging strategies; Risk management; Foreign Exchange exposure;

   Abstract : Recently, both company executives as well as national media have claimed that short currency exchange rate fluctuations are negatively affecting the stock returns of certain firms. However, most previous studies focusing on companies in the US and Asia have been unable to find empirical support for a statistically significant linkage between firm value and exchange rate risk. READ MORE