Essays about: "currency hedging"

Showing result 16 - 20 of 44 essays containing the words currency hedging.

  1. 16. Forwards versus Options: Effectiveness in Hedging Currency Risk in International Portfolios

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Cecilia Alvarado-Vargas; Khwanchanok Kessakorn; [2013]
    Keywords : Currency Hedging; International Portfolios Diversification; Currency Forward Contracts; Currency Put Options.; Business and Economics;

    Abstract : This paper aims to examine effectiveness of currency hedging of forward contracts and options in international portfolio, consisting of assets denominated in Chinese Yuan and Indian Rupee. Instead of applying Markowitz’s portfolio optimization, mean-CVaR framework is used in order to deal with non-normality of return of financial assets as well as exchange rates. READ MORE

  3. 17. The Value of Foreign Currency Hedging: A study on the German market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Thomas Bielmeier; Christian Hansson Nansing; [2013]
    Keywords : Firm value; Hedging; Currency derivatives; Volatility; Business and Economics;

    Abstract : This study examines the use of derivatives by 137 public firms in Germany in 2006-2010. To our knowledge our study is the first examination of the relation between hedging and market value on the German market. We find in univariate tests that the use of derivatives by non-financial firms does not add value. READ MORE

  4. 18. Foreign Currency Denominated Debt as a Hedging Instrument - A Case Study on AstraZeneca Ltd, Nestl´e S.A. and SKF AB

    University essay from Göteborgs universitet/Graduate School

    Author : Andreas Karlsson; Per Palm; [2012-07-25]
    Keywords : ;

    Abstract : In the current global economic environment post-crisis, the area of managing foreign exchange rate exposure becomes increasingly eminent. The recent turmoil has shown that there is a wide variety of ways trying to mitigate risk exposure. READ MORE

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

    University essay from 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

  6. 20. Riskhantering med spannmål : terminshandel som instrument

    University essay from SLU/Rural Buildings and Animal Husbandry (until 121231)

    Author : Gustaf Larsson; [2012]
    Keywords : CBOT; futures; Matif; prissäkring; risker; terminshandel;

    Abstract : De senaste årens stora prissvängningar har gjort lantbrukets intäkter mycket varierande. För att kunna säkra intäkterna och kunna planera kommande års inköp krävs någon form av prissäkring. Arbetet behandlar en av dem, terminshandel på börs. READ MORE