Essays about: "Forward contracts"

Showing result 16 - 20 of 40 essays containing the words Forward contracts.

  1. 16. The Contractualization of Human Rights - State-Investor Contracts in the Agri-Business Sector

    University essay from Lunds universitet/Juridiska institutionen

    Author : Lotte Carlijn van der Vaart; [2017]
    Keywords : State-Investor Contracts; Contractualization of Human Rights; Corporate Social Responsibilities; Principles for Responsible Contracts; Law and Political Science;

    Abstract : An increase in large-scale agricultural investment in land has been going on since the global food crisis in 2008. Import-dependent countries have acquired large plots of land to secure food supplies. The investments had disastrous impacts on the local communities living on the land before the investment took place. READ MORE

  3. 17. The Price and Volatility Dynamics in the Swedish-Norwegian Renewable Electricity Certificate MarketA Study of Spillover Effects and Regulatory changes

    University essay from Linköpings universitet/Nationalekonomi

    Author : Philip Finell; Maria Hiller; [2016]
    Keywords : Renewable Electricity Certificates; REC; GARCH; CCF; Spillover Effects; Structural Breaks; Equity Markets; Brent Crude Oil;

    Abstract : The market for renewable electricity certificates (REC) is the primary support system for renewable energy in Sweden and Norway. Regulatory uncertainty and equity markets have previously been proven to impact the volatility of the REC spot contract. READ MORE

  4. 18. Negative Rates in a Multi Curve Framework - Cap Pricing and Volatility Transformation

    University essay from Lunds universitet/Matematisk statistik

    Author : Mattias Jönsson; Ulrica Såmark; [2016]
    Keywords : Multi Curve; Volatility Transformation; Negative Rates; shifted SABR; non-standard Tenor; Caps; EUR Market; Mathematics and Statistics;

    Abstract : The SABR model has for a long time been an invaluable tool for capturing the volatility smile and to price nancial derivatives not quoted in the market. However, the current negative rate environment in the EUR market has led to numerous challenges for nancial institutions. READ MORE

  5. 19. Managing clearinghouse risk for NDF cleared contracts : Validating the HS/VaR method for NDF FX CCP Clearing risk

    University essay from KTH/Matematisk statistik

    Author : Johan Olsson; [2015]
    Keywords : ;

    Abstract : In this thesis we describe and discuss the reality for a central clearing party clearinghouse. The importance of sound risk management is discussed. We specifically validate the usage of a Historical Simulation/VaR approach for managing the risk when acting as a CCP for the Non Delivery Forward FX instrument. READ MORE

  6. 20. Efficient Sensitivity Analysis using Algorithmic  Differentiation in Financial Applications

    University essay from KTH/Matematisk statistik

    Author : Ludvig Lamm; Erik Sunnegårdh; [2015]
    Keywords : ;

    Abstract : One of the most essential tasks of a financial institution is to keep the financial risk the institution is facing down to an acceptable level. This risk can for example be incurred due to bought or sold financial contracts, however, it can usually be dealt with using some kind of hedging technique. READ MORE