Essays about: "Currency risk management"

Showing result 16 - 20 of 43 essays containing the words Currency risk management.

1. 16. The smile of currency derivatives – PCA modelling of the FX effect

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ola Nielsen; [2016]
   Keywords : foreign exchange; option; risk management; implied volatility; volatility smile; principal components; Business and Economics;

   Abstract : This paper investigates the non-flat volatility surface of foreign exchange options, a so-called volatility smile. Foreign exchange options are especially interesting due their liquidity and frequency in risk management. To propose a non-complex model of the determinants of variation in the smile, a principal component approach is suggested. READ MORE

3. 17. Cost comparison model on total landed cost for purchased items : A case study of an industrial company

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Emil Jansson; Markus Nordh; [2016]
   Keywords : Total landed cost; purchasing of goods; Supply chain management;

   Abstract : The business area wants to remain in a market leading position. To do so being cost efficient is central. Lowering costs in the supply chain and when it comes to purchasing products is one way of optimizing the organization's actions. The business area hasn't developed any model or tool to handle the Total Landed Cost (TLC). READ MORE

4. 18. Resolving the Exchange Rate Puzzle

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oskar Rosberg; Erik Graf; [2015]
   Keywords : Exchange rate exposure; Switzerland; SIX Swiss Exchange; Currency peg; Firm value;

   Abstract : This paper aims to contribute to the current discussion on the effects of exchange rate exposure on firm value. Particularly, it makes an attempt to resolve the exchange rate puzzle, a phenomenon based on the ambiguous results derived from existing literature. READ MORE

5. 19. Foreign Currency Derivatives and Their Impact on Firm Value - A study on Swedish Non-Financial Firms

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Lejla Garibovic; [2015]
   Keywords : Risk management; firm value; Tobin’s Q; currency derivatives; foreign exchange derivatives; FX risk; FCD; Business and Economics;

   Abstract : This paper empirically examines the relationship between firm value and the usage of currency derivatives for 85 non-financial Swedish firms listed on Stockholm Stock Exchange. The sample includes firms operating in a wide range of industries and with different sizes. The time period for the data is from 2005 to 2010. READ MORE

6. 20. Triangular Arbitrage in the ForexMarket : Emerging versus Developed markets

   University essay from Umeå universitet/Företagsekonomi

   Author : Kristian Dukov; Elena Kyriaki; [2014]
   Keywords : Efficient Market Hypothesis; Triangular arbitrage; Magnitude; Developed markets; Emerging markets; Forex; Currencies; High Frequency Trading; Arbitrage Opportunities.;

   Abstract : Over the last decade, researchers have attempted to show how efficient the markets are by using Fama’s Efficiency Market Hypothesis (EMH). The theory states that an investor cannot increase his returns without taking additional risk. The markets can be efficient in different forms depending on the information included in the traded asset. READ MORE