Essays about: "Optimal Hedging Strategy"

Showing result 1 - 5 of 10 essays containing the words Optimal Hedging Strategy.

  1. 1. 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

  2. 2. 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

  3. 3. Determinant Influence on Hedging Strategies - A case study of AB Volvo, AB SKF and Getinge AB

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Linn Birnbo; Sofie Wernersson; [2013-07-02]
    Keywords : Currency risk management; Foreign exchange rate risk; Hedging; Netting; Hedging Strategy; Determinants;

    Abstract : Background and Problem: Most internationally operating companies are exposed to foreign exchange risk. Companies who hedge their currency exposure strive to minimize the effect of unfavourable foreign exchange rate movements since it can have a negative impact on companies’ operational results. READ MORE

  4. 4. Layered Basket Option Hedging : Currency risk management for multinational corporations

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Gustav Carlsson; Robin Ericsson; [2012]
    Keywords : Currency risk; Hedging; Options; Basket; Forwards; Diversification;

    Abstract : Background: In an increasingly globalized environment, corporations perform transactions across borders on a day-to-day basis. As multinational corporations expand their businesses the number of currencies in their operations increases. The consequence of operating with several currencies is the risk associated with currency fluctuations. READ MORE

  5. 5. Problem of hedging of a portfolio with a unique rebalancing moment

    University essay from Högskolan i Halmstad/Tillämpad matematik och fysik (MPE-lab)

    Author : Georgy Mironenko; [2012]
    Keywords : Financial Mathematics; optimal stopping problem; mean-square criterion; hedging; optimal portfolio rebalansing;

    Abstract : The paper deals with the problem of finding an optimal one-time rebalancing strategy for the Bachelier model, and makes some remarks for the similar problem within Black-Scholes model. The problem is studied on finite time interval under mean-square criterion of optimality. READ MORE