Essays about: "forward contract"

Showing result 11 - 15 of 25 essays containing the words forward contract.

  1. 11. Hedging Error in CVA : Impact of inconsistency between simulation and pricing models

    University essay from KTH/Matematisk statistik

    Author : Greta Graziani; [2018]
    Keywords : ;

    Abstract : The aim of this thesis is to investigate thehedging error in Credit Value Adjustment (CVA) produced by using a model forthe simulation of the risk factors different from the one used in the pricingof the derivative contract. The hypothesis is that this inconsistency betweensimulation and pricing models affects the CVA leading to an error in thehedging of credit counterparty risk. READ MORE

  3. 12. The Contractualization of Human Rights - State-Investor Contracts in the Agri-Business Sector

    University essay from Lunds universitet/Juridiska institutionen

    Author : Lotte Carlijn van der Vaart; [2017]
    Keywords : State-Investor Contracts; Contractualization of Human Rights; Corporate Social Responsibilities; Principles for Responsible Contracts; Law and Political Science;

    Abstract : An increase in large-scale agricultural investment in land has been going on since the global food crisis in 2008. Import-dependent countries have acquired large plots of land to secure food supplies. The investments had disastrous impacts on the local communities living on the land before the investment took place. READ MORE

  4. 13. The Price and Volatility Dynamics in the Swedish-Norwegian Renewable Electricity Certificate MarketA Study of Spillover Effects and Regulatory changes

    University essay from Linköpings universitet/Nationalekonomi

    Author : Philip Finell; Maria Hiller; [2016]
    Keywords : Renewable Electricity Certificates; REC; GARCH; CCF; Spillover Effects; Structural Breaks; Equity Markets; Brent Crude Oil;

    Abstract : The market for renewable electricity certificates (REC) is the primary support system for renewable energy in Sweden and Norway. Regulatory uncertainty and equity markets have previously been proven to impact the volatility of the REC spot contract. READ MORE

  5. 14. Farmers preferred end-values related to their use of forward contract : a means-end chain analysis

    University essay from SLU/Dept. of Economics

    Author : Ricard Nyman; [2015]
    Keywords : Hedging; laddering interviews; means-end chain; personal value; risk management;

    Abstract : Today’s farmers are constantly affected by the fluctuating world market prices on grain and thereby the price risk that comes with the price fluctuations. The volatile prices of grain increase the price risk within the business, which in turn affects the profitability of the business. READ MORE

  6. 15. Charterer’s Liability for Unsafe Ports - A Comparison of English and Scandinavian Law

    University essay from Lunds universitet/Juridiska institutionen

    Author : Victor Bogesjö; [2014]
    Keywords : Sjörätt; Maritime law; unsafe ports; charterer s liability; Law and Political Science;

    Abstract : Med ofta stora summor involverade i ärenden relaterade till osäkra hamnar är det av stort intresse för både redaren och befraktaren att etablera deras respektive risk de har under en resa. Den här uppsatsen behandlar relationen mellan redaren och befraktaren då redaren har åsamkats skada på grund av en osäker hamn. READ MORE