Essays about: "Critical Values for foreign exchange rates"

Found 2 essays containing the words Critical Values for foreign exchange rates.

1. 1. 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

3. 2. The analysis of attractive rates offered under Dual Structured Notes without principal protection, regarding the probability to occur and the operation at market prices of the implicit options

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Helen Patricia Benitez Sanchez; Grigory Brodskiy; [2014]
   Keywords : Structure Notes; VaR of options; Market prices; Critical Values for foreign exchange rates; Critical prices; Business and Economics;

   Abstract : This paper has the purpose to determine whether the attractive rates offered by a local Investment Bank in Mexico under structured products, more specifically under structured notes without principal protection denominated “Dual Structured Notes”, are plausible to get, showing whether the strikes of the implicit options were chosen within critical price values for the foreign exchange rate MXN/USD and as consequence whether the options implicit in the notes were operated at market prices. In order to make an analysis of the Dual short-term structured notes, we are going to focus in the option implicit in the notes and the underlying asset. READ MORE