Essays about: "Foreign Currency"

Showing result 11 - 15 of 117 essays containing the words Foreign Currency.

1. 11. Daily Profit Decomposition from Fluctuations in Interest Rates and Exchange Rates Extended with Inventory

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Jonathan Törnquist; Rinor Zylfijaj; [2022]
   Keywords : Profit decomposition; inventory; term structures; foreign exchange risk principal component analysis.; Vinstnedbrytning; lager; terminsstruktur; valutarisk principalkomponentanalys.;

   Abstract : Multinational companies have consistently not been able to explain the impact currency and interest rates fluctuations have on their profits. To be able to account for these effects, thorough visibility is required. Epiroc Örebro is a global supplier of products and services within mining and infrastructure, with sales in more than 150 countries. READ MORE

3. 12. Pricing Currency Options with Bates Model: Analytical Tractability versus Empirical Misspeci cation

   University essay from Göteborgs universitet/Graduate School

   Author : Oscar Thelander; [2021-02-02]
   Keywords : ;

   Abstract : In this thesis I complement the results from Bates (1996) wherein a Stochastic Volatility Jump-Di usion model for pricing foreign currency options is introduced and evaluated against USD/DM foreign exchange options. I complement Bates results with two di erent calibration methodologies, nonlinear least-squares and the built-in MATLAB function fmincon, using the same dataset that was used in Bates (1996). READ MORE

4. 13. Modelling regime shifts for foreign exchange market data using hidden Markov models

   University essay from KTH/Matematik (Avd.)

   Author : Liam Persson; [2021]
   Keywords : exchange market data; model selection; hidden Markov model; market regime; correlation; valuta; modellval; dold Markovmodell; marknadsregimer; korrelation;

   Abstract : Financial data is often said to follow different market regimes. These regimes, which not possible to observe directly, are assumed to influence the observable returns. In this thesis such regimes are modeled using hidden Markov models. READ MORE

5. 14. The Lingering Ravages of Colonialism : A Case study of neocolonialism through Cooperation Agreements in Cote D’Ivoire, and its impact on growth and development.

   University essay from Uppsala universitet/Teologiska institutionen

   Author : Fairuzah Munaaya Atchulo; [2021]
   Keywords : Neocolonialism; Colonialism; Extractive institutions; France; Cote D’Ivoire; Cooperation Agreements; France-Ivorian Cooperation Agreements; Dependency; African growth; and development;

   Abstract : It has been over sixty (60) years since decolonization in Africa. In years gone by, a pattern has emerged of former French colonies being marginally worse off than their British counterparts. Britain and France as the two most dominant colonial powers in Africa allows for these comparisons in growth and development to be made. READ MORE

6. 15. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model

   University essay from KTH/Matematisk statistik

   Author : Felix Greberg; [2020]
   Keywords : Public Debt Management; Financial Mathematics; Portfolio Optimization; Ornstein–Uhlenbeck; Vector Autoregression; Term Structure Evolution; Nelson-Siegel; R; Monte Carlo simulation; Skuldförvaltning; Finansiell matematik; Portföljoptimering; Ornstein–Uhlenbeck; Vector autoregression; Ränteutvecklingsmodeller; Nelson-Siegel; R; Monte Carlo-simulering;

   Abstract : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. READ MORE