Essays about: "Exchange Rate Risk Management"

Showing result 1 - 5 of 18 essays containing the words Exchange Rate Risk Management.

  1. 1. 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

  2. 2. Learning to Manage the Unmanageable. A Case Study on Exchange Rate Risk Management within Globally Sourcing Multinational Corporations.

    University essay from Göteborgs universitet/Graduate School

    Author : Charlotte Granfors Wellemets; Jun Liu; [2017-07-27]
    Keywords : Exchange Rate Risk Management; Multinational Corporations; Global Sourcing; Risk Management; Capability Transfers;

    Abstract : MSc in International Business and Trade.... READ MORE

  3. 3. 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

  4. 4. Dimensions of trust and distrust and their effect on knowledge sharing and knowledge leakage- An empirical study of Swedish knowledge-intensive firms

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Taha Moein; Johan Pålhed; [2015]
    Keywords : Strategic alliances; Inter-firm arrangements; Goodwill trust; Competence trust; Distrust; Knowledge management; Knowledge sharing; Knowledge leakage;

    Abstract : In today’s business world, strategic alliances are becoming a common method for achieving a competitive advantage towards industry rivals. This tool, however, is not a guarantee for success as the failure rate of alliances is between 30-70%. Even with this high failure rate, strategic alliances continue to grow and becoming more and more common. READ MORE

  5. 5. A Comparison of GARCH-class Models and MIDAS Regression with Applications in Volatility Prediction and Value at Risk Estimation

    University essay from Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen

    Author : Asmir Prepic; Måns Unosson; [2014]
    Keywords : ;

    Abstract : We use GARCH(1,1), EGARCH and MIDAS regression to forecast weekly and monthly conditional variance of the OMXS30 equity index and USD/SEK exchange rate. Forecasts are compared with realized volatility and accuracy is evaluated using a Quasi-likelihood loss function and Diebold Mariano test. READ MORE