Essays about: "thesis on FX"

Showing result 1 - 5 of 21 essays containing the words thesis on FX.

  1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

  3. 2. Signal detection of FX Fixing events

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Anton Sjöström; [2022]
    Keywords : Machine learning; Deep learning; Trading; Time series;

    Abstract : This master thesis investigates the price dynamics of two currency pairs, GBP/USD and EUR/GBP, during the event called the “London 4 PM Fix”, which is a daily event. The dynamics of this event is understood by first creating a mathematical model to find the theoretical optimal trading strategy given a number of assumptions. READ MORE

  4. 3. Reprocessing of Marine Reflection Seismic Data from Skåne, Sweden

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Charlotta Carlsson; [2022]
    Keywords : Reflection seismics; marine geophysics; Claritas; Claritas; reflektionsseismik; geofysik;

    Abstract : During 1979, an oil prospecting project was initiated in the south of Sweden, outside the coast of the municipality of Skåne. No drilling program was initiated, and the project was put on ice. However, with the oil prices of today and the interest in carbon dioxide storage, the area could once again be interesting. READ MORE

  5. 4. 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

  6. 5. Hedging of a foreign exchange swapbook using Stochastic programming

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Emma Bohlin; Jonatan Harling; [2021]
    Keywords : term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

    Abstract : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. READ MORE