Essays about: "currency risk hedging"

Showing result 11 - 15 of 34 essays containing the words currency risk hedging.

  1. 11. 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

  3. 12. 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

  4. 13. 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. 14. 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. 15. 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