Essays about: "derivatives investment"

Showing result 1 - 5 of 17 essays containing the words derivatives investment.

1. 1. Real Estate Financing and Interest Rate Hedging : A quantitative real estate investment case study

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Wimjan van de Wiel; Felix Kristopher Bock; [2017]
   Keywords : Derivatives; Financing; Hedging; Interest Rate Risk; Monte Carlo Simulation; Real Estate Investment;

   Abstract : Background: The expansive monetary policy of the European Central Bank has been leading to all-time-low interest rates and to a strong move into real estate investment. Low interest rates can work in favor of the investor (due to low interest rate expenditures), but increasing interest rates can jeopardize real estate investments. READ MORE

3. 2. Extracting volatility smiles from historical spot data

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Emil Larsson; [2017]
   Keywords : Monte Carlo option pricing; empirical volatility smile; Business and Economics;

   Abstract : The Black-Scholes model has been the fundamental framework for option pricing since its publication 1973, but it is known to have shortcomings. To correct for this, plenty of research in option pricing theory has been focused on calibrating a stochastic process to match asset behavior in the financial markets better than the geometric Brownian motion that Black-Scholes assume describe asset behaviour justly. READ MORE

4. 3. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market

   University essay from KTH/Fastigheter och byggande

   Author : Ofelia Isberg; [2017]
   Keywords : Derivatives; Exchange; Futures Contracts; Hedging; Speculating; Real Estate; Derivat; Exchange; Futures Contracts; Hedging; Spekulation; Fastigheter;

   Abstract : In the past decades, real estate has turned into something more than just a home, it has become an investment. The interest to invest in the real estate market has increased from investors but also from private persons where the demand not only is to find a living but also perceived as an investment to make a profit or reinvest in the future. READ MORE

5. 4. Commodity Risk Management in The Airline Industry : A study from Europe

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Jonathan Havik; Emil Stendahl; Andreas Soteriou; [2016]
   Keywords : Airlines; Europe; Systematic risk; Hedging; Oil prices; Oil price volatility; Jet fuel hedging;

   Abstract : The airline industry is a major user of jet fuel and this constitutes a large component of the operating costs and is a risk coefficient for airlines. Several studies have been conducted on how oil price volatility affect stock prices and cash flows as well as how, in general, firms that uses derivatives experience lower stock returns volatility and stock s . READ MORE

6. 5. Impact of Asset Allocation on Insurance Companies’ Performance : A study of the European Economic Area

   University essay from Umeå universitet/Handelshögskolan vid Umeå universitet (USBE)

   Author : Denise Bendrich; Johan Bergström; [2015]
   Keywords : Asset allocation; Insurance; Asset allocation policy; Active asset allocation; Asset classes; Solvency; EEA;

   Abstract : Insurance companies offer business and individuals the possibility to reduce the financial impact of a risk occurring by transferring it away from themselves onto someone. For taking on risk on behalf of someone else the insurance company requires a premium from the policyholder which is pooled and invested in order to meet future obligations towards the policyholder. READ MORE