Essays about: "financial hedging"

Showing result 21 - 25 of 111 essays containing the words financial hedging.

  1. 21. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model

    University essay from KTH/Matematisk statistik

    Author : Robin Nordström; Sepand Tabari; [2021]
    Keywords : Applied Mathematics; Financial Mathematics; Option Pricing; Binomial Option Pricing Model; Basket Option; Delta Neutrality; Data Analysis; Tillämpad Matematik; Finansiell Matematik; Optionsprissättning; Binomialmodellen; Korgoption; Deltaneutralitet; Dataanalys;

    Abstract : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. READ MORE

  3. 22. Strategies for mitigating foreign exchange risk

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fredrik Bergman; Markus Rosén; [2021]
    Keywords : FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

    Abstract : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. READ MORE

  4. 23. Hedging and Diversification Benefits of Cryptocurrencies: A study of a novel asset class

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Andreas Karlsson; William Hahne; [2021]
    Keywords : Diversification; Hedging; Cryptocurrencies; Bitcoin; Spanning;

    Abstract : The purpose of this study is to conduct an examination into the hedging capabilities and diversification benefits of cryptocurrencies with the aim to add to a very limited set of existing literature. The objective is to investigate whether or not the role of cryptocurrencies in financial markets pertain to hedging and improving risk-adjusted returns. READ MORE

  5. 24. Bitcoin vs Gold, The Hedge Game - Volatility and Portfolio Analysis of Bitcoin and Gold during Market Distress

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Axel Löveråsen; Erik Tyrsing; [2021]
    Keywords : Bitcoin; Gold; Hedge; Volatility; Portfolio Analysis; Business and Economics;

    Abstract : Over the recent years the interest in cryptocurrencies and Bitcoin has increased significantly. The price of Bitcoin has gone up substantially since the end of 2020 and more individual and institutional investors are incorporating Bitcoin to their portfolio. READ MORE

  6. 25. Analysis of the Performance of ETFs. A study on the US market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Thi Kim Lien Vu; Salome Tskhoidze; [2021]
    Keywords : ETF; portfolio optimization; Sharpe ratio; financial downturns; benchmark; Business and Economics;

    Abstract : Exchange Traded Funds are known as a relatively recent financial innovation and have been gaining investors' interest in recent years. The performance of ETF in comparison to other benchmarks is still the central concern when investors make an investment decision. READ MORE