This HTML5 document contains 43 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
dctermshttp://purl.org/dc/terms/
n5http://localhost/temp/predkladatel/
n14http://linked.opendata.cz/resource/domain/vavai/projekt/
n6http://linked.opendata.cz/resource/domain/vavai/riv/tvurce/
n3http://linked.opendata.cz/ontology/domain/vavai/
shttp://schema.org/
skoshttp://www.w3.org/2004/02/skos/core#
n4http://linked.opendata.cz/ontology/domain/vavai/riv/
n2http://linked.opendata.cz/resource/domain/vavai/vysledek/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
n17http://linked.opendata.cz/resource/domain/vavai/vysledek/RIV%2F61989100%3A27510%2F07%3A00014635%21RIV08-GA0-27510___/
n13http://linked.opendata.cz/ontology/domain/vavai/riv/klicoveSlovo/
n11http://linked.opendata.cz/ontology/domain/vavai/riv/duvernostUdaju/
xsdhhttp://www.w3.org/2001/XMLSchema#
n15http://linked.opendata.cz/ontology/domain/vavai/riv/aktivita/
n9http://linked.opendata.cz/ontology/domain/vavai/riv/jazykVysledku/
n18http://linked.opendata.cz/ontology/domain/vavai/riv/obor/
n16http://linked.opendata.cz/ontology/domain/vavai/riv/druhVysledku/
n12http://reference.data.gov.uk/id/gregorian-year/

Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F07%3A00014635%21RIV08-GA0-27510___
rdf:type
n3:Vysledek skos:Concept
dcterms: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. 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.
dcterms:title
Examination of basic currency risk hedging approaches for non-financial institutions Posouzení základních metod hedgingu měnového rizika nefinančních institucí Posouzení základních metod hedgingu měnového rizika nefinančních institucí
skos:prefLabel
Examination of basic currency risk hedging approaches for non-financial institutions Posouzení základních metod hedgingu měnového rizika nefinančních institucí Posouzení základních metod hedgingu měnového rizika nefinančních institucí
skos:notation
RIV/61989100:27510/07:00014635!RIV08-GA0-27510___
n4:strany
24-41
n4:aktivita
n15:P
n4:aktivity
P(GP402/05/P085)
n4:cisloPeriodika
1
n4:dodaniDat
n12:2008
n4:domaciTvurceVysledku
n6:3252833
n4:druhVysledku
n16:J
n4:duvernostUdaju
n11:S
n4:entitaPredkladatele
n17:predkladatel
n4:idSjednocenehoVysledku
442630
n4:idVysledku
RIV/61989100:27510/07:00014635
n4:jazykVysledku
n9:cze
n4:klicovaSlova
Hedging; currency risk; option; forward; futures
n4:klicoveSlovo
n13:forward n13:Hedging n13:option n13:futures n13:currency%20risk
n4:kodStatuVydavatele
CZ - Česká republika
n4:kontrolniKodProRIV
[A18A636B43DE]
n4:nazevZdroje
Ekonomická revue
n4:obor
n18:AH
n4:pocetDomacichTvurcuVysledku
1
n4:pocetTvurcuVysledku
1
n4:projekt
n14:GP402%2F05%2FP085
n4:rokUplatneniVysledku
n12:2007
n4:svazekPeriodika
10
n4:tvurceVysledku
Tichý, Tomáš
s:issn
1212-3951
s:numberOfPages
17
n5:organizacniJednotka
27510