About: Posouzení základních metod hedgingu měnového rizika nefinančních institucí

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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)
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)
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)
skos:notation	RIV/61989100:27510/07:00014635!RIV08-GA0-27510___
http://linked.open.../vavai/riv/strany	24-41
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GP402/05/P085)
http://linked.open...iv/cisloPeriodika	1
http://linked.open...vai/riv/dodaniDat	2008
http://linked.open...aciTvurceVysledku	Tichý, Tomáš
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	442630
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/07:00014635
http://linked.open...riv/jazykVysledku	cze - čeština
http://linked.open.../riv/klicovaSlova	Hedging; currency risk; option; forward; futures (en)
http://linked.open.../riv/klicoveSlovo	option currency risk Hedging forward futures
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[A18A636B43DE]
http://linked.open...i/riv/nazevZdroje	Ekonomická revue
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Application of replication methods in pricing and hedging of financial derivatives at non-perfect market
http://linked.open...UplatneniVysledku	2007
http://linked.open...v/svazekPeriodika	10
http://linked.open...iv/tvurceVysledku	Tichý, Tomáš
issn	1212-3951
number of pages	17 (xsd:int)
http://localhost/t...ganizacniJednotka	27510
is http://linked.open...avai/riv/vysledek of	Posouzení základních metod hedgingu měnového rizika nefinančních institucí Posouzení základních metod hedgingu měnového rizika nefinančních institucí Posouzení základních metod hedgingu měnového rizika nefinančních institucí

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