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Description
| - By using the term hedging the elimination of financial risks (stock price risk, foreign currency exchange rate risk, commodity price risk, interest rate risk, etc.) is commonly understood. Usually, it can be done by opening positions in financial derivatives, such as forwards, futures, swaps or options. In this paper we examine the simplest hedging strategies (forward and vanilla options). We suppose a producing-like company with exposition to the foreign currency exchange rate risk. We compare various strategies considering possible riskless rate differences (zero, positive, negative) and we also study the effect of true drifts.
- By using the term hedging the elimination of financial risks (stock price risk, foreign currency exchange rate risk, commodity price risk, interest rate risk, etc.) is commonly understood. Usually, it can be done by opening positions in financial derivatives, such as forwards, futures, swaps or options. In this paper we examine the simplest hedging strategies (forward and vanilla options). We suppose a producing-like company with exposition to the foreign currency exchange rate risk. We compare various strategies considering possible riskless rate differences (zero, positive, negative) and we also study the effect of true drifts. (en)
- By using the term hedging the elimination of financial risks (stock price risk, foreign currency exchange rate risk, commodity price risk, interest rate risk, etc.) is commonly understood. Usually, it can be done by opening positions in financial derivatives, such as forwards, futures, swaps or options. In this paper we examine the simplest hedging strategies (forward and vanilla options). We suppose a producing-like company with exposition to the foreign currency exchange rate risk. We compare various strategies considering possible riskless rate differences (zero, positive, negative) and we also study the effect of true drifts. (cs)
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Title
| - Posouzení základních metod hedgingu měnového rizika nefinančních institucí
- Examination of basic currency risk hedging approaches for non-financial institutions (en)
- Posouzení základních metod hedgingu měnového rizika nefinančních institucí (cs)
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skos:prefLabel
| - Posouzení základních metod hedgingu měnového rizika nefinančních institucí
- Examination of basic currency risk hedging approaches for non-financial institutions (en)
- Posouzení základních metod hedgingu měnového rizika nefinančních institucí (cs)
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skos:notation
| - RIV/61989100:27510/07:00014635!RIV08-GA0-27510___
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http://linked.open.../vavai/riv/strany
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
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http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/61989100:27510/07:00014635
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - Hedging; currency risk; option; forward; futures (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...odStatuVydavatele
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/nazevZdroje
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...v/svazekPeriodika
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http://linked.open...iv/tvurceVysledku
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issn
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number of pages
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http://localhost/t...ganizacniJednotka
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is http://linked.open...avai/riv/vysledek
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