Essays about: "fx management"

Showing result 1 - 5 of 10 essays containing the words fx management.

  1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

  3. 2. 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. 3. 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

  5. 4. Impact of using cloud-based SDNcontrollers on the networkperformance

    University essay from Mälardalens högskola/Akademin för innovation, design och teknik

    Author : Johannes Henriksson; Alexander Magnusson; [2019]
    Keywords : SDN; Software-Defined Networking; Cloud; Cloud SDN; network performance; OpenDayLight; OpenFlow; Zodiac FX;

    Abstract : Software-Defined Networking (SDN) is a network architecture that differs from traditionalnetwork planes. SDN has tree layers: infrastructure, controller, and application. Thegoal of SDN is to simplify management of larger networks by centralizing control into thecontroller layer instead of having it in the infrastructure. READ MORE

  6. 5. Anticipated Events’ Impact on FX Options’ Implied Volatility

    University essay from Lunds universitet/Matematisk statistik

    Author : Frej Håkansson; Björn Nilsson; [2018]
    Keywords : Volatility frown; implied volatility; jump model; anticipated event; SABR; FX Options; Mathematics and Statistics;

    Abstract : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. READ MORE