Essays about: "Forward contracts"

Showing result 21 - 25 of 40 essays containing the words Forward contracts.

1. 21. Validation of market commodity forward curves

   University essay from KTH/Matematisk statistik

   Author : Susanna Kaas; [2015]
   Keywords : ;

   Abstract : In this thesis the aim was to propose a method that could be used to validate the market commodity forward curve and analyse if the method is possible to apply. The thesis is limited to forward curves with equally spaced maturities up to one year and seasonal price patterns. READ MORE

3. 22. Risk Analysis Against Electricity Market Index and Portfolio Optimisation

   University essay from KTH/Matematisk statistik

   Author : Oskar Ericsson; [2014]
   Keywords : ;

   Abstract : There has been a lack of a transparent index to compare electricity portfolios against for many years. Most industrial firms hedge the risks for their electricity needs by buying forward contracts which guarantee the price of a certain amount of power for a year or part of a year. READ MORE

4. 23. European Investor Currency Hedging: Forwards or Options in International Portfolios

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yan Xu; [2014]
   Keywords : international portfolio currency hedging; hedging instruments; currency forward contracts; currency put options; optimal portfolio; CVaR; Business and Economics;

   Abstract : The hedging effectiveness of currency forward contracts and currency put option for three different portfolios—Portfolio of Emerging Markets, Portfolio of Developed Countries, and the International Portfolio—are examined from the viewpoint of European investors. European Union (EU), United States (US), United Kingdom (UK), Switzerland (SF), Sweden (SE), Denmark (DK), Norway (NK), and Japan (JAP) are considered in the developed countries. READ MORE

5. 24. Implications of Multiple Curve Construction in the Swedish Swap Market

   University essay from KTH/Entreprenörskap och Innovation

   Author : Erik Lidholm; Benjamin Nudel; [2014]
   Keywords : collateral; cross currency; discount curve; forward curve; forward starting; off-market; swap; Stibor; collateral; cross currency; diskonteringskurva; forwardkurva; forward starting; off-market; swap; Stibor;

   Abstract : The global financial crisis of 2007 caused abrupt changes in the financial markets. Interest rates that were known to follow each other diverged. Furthermore, both regulation and an increased awareness of counterparty credit risks have fuelled a growth of collateralised contracts. READ MORE

6. 25. The Consumer Rights Directive : Improved as a cross-border-only Regulation and toward a European Consumer Code influenced by the Common Frame of Reference?

   University essay from IHH, Rättsvetenskap

   Author : Filip Lindahl; [2013]
   Keywords : Consumer Rights Directive; Cross-border-only Regulation; Euro-pean Consumer Code; Common Frame of Reference;

   Abstract : The proposal of the European Commission for a Consumer Rights Directive in 2008 marked the culmination of the review of the acquis communautaire in the area of consumer contract law within the EU, launched in 2003 with the Action Plan for European Contract Law. Even though it was not initially restricted to consumer contract law, but concerned the contract law as a whole and targeted toward achieving a more coherent regu-latory framework without making a sharp distinction between B2B and B2C transactions, the final version of the Consumer Rights Directive has the specific aim of creating a real business-to-consumer Internal Market. READ MORE