Essays about: "Foreign exchange risk"

Showing result 6 - 10 of 66 essays containing the words Foreign exchange risk.

  1. 6. Modeling the yield curve in conjunction with the FX spots

    University essay from Umeå universitet/Institutionen för fysik

    Author : Philip Lundqvist; [2022]
    Keywords : Yield Curve; FX spots; Bootstrap; Hull-White; Simulation; Calibration;

    Abstract : Interest rates and foreign exchange spots are widely used within financial products. It is important to understand the risk arising from products that depend on interest rates and/or foreign exchange spots. READ MORE

  3. 7. Forecasting Value-at-Risk using GARCH(1,1) and Neural Networks as Volatility Estimation Methods – A Comparative Study

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

    Author : Signe Grönberg; Sofia Nilsson; [2022]
    Keywords : ;

    Abstract : Northvolt was founded in 2015 with the goal to create the world's greenest battery. Today, Northvolt is mainly funded by investors and have suppliers all over the world, which does not come risk free. READ MORE

  4. 8. 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

  5. 9. 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

  6. 10. 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