. . . . . "Optimisation Hedging Strategies of Financial Risk Elimination" . "1"^^ . "Ustro\u0144" . "Optimisation Hedging Strategies of Financial Risk Elimination" . . . . . "1"^^ . . "RIV/61989100:27510/04:00009842!RIV/2005/MSM/275105/N" . . "2004-10-17+02:00"^^ . "Optimisation Hedging Strategies of Financial Risk Elimination"@en . . "9"^^ . "In the paper financial hedging strategies are described and explained. The factor neutral on delta basis hedging, minimum variance strategy, minimum value at risk strategy and maximum expected utility function be characterised. Examples of strategy application for chosen financial instruments are derived." . "27510" . "578272" . "Aplikace hedgingov\u00FDch strategi\u00ED a p\u0159\u00EDstup\u016F je z\u00E1kladn\u00EDm n\u00E1strojem eliminace finan\u010Dn\u00EDch rizik. Rostouc\u00ED \u00FArove\u0148 finan\u010Dn\u00EDch rizik je ned\u00EDlnou sou\u010D\u00E1st\u00ED aktu\u00E1ln\u00EDho stupn\u011B ekonomick\u00E9ho v\u00FDvoje. Je to d\u016Fsledkem zejm\u00E9na rostouc\u00ED volatility, globalizace, propojov\u00E1n\u00ED finan\u010Dn\u00EDch segment\u016F apod. Tyto aspekty jsou velmi d\u016Fle\u017Eit\u00E9 v rozv\u00EDjej\u00EDc\u00EDch se a transformuj\u00EDc\u00EDch se ekonomik\u00E1ch. Z\u00E1kladn\u00EDm c\u00EDlem \u010Dl\u00E1nku je uk\u00E1zat odvozen\u00ED a mo\u017Enosti aplikac\u00ED vybran\u00FDch hedgingov\u00FDch strategi\u00ED."@cs . . "Z(MSM 275100015)" . "RIV/61989100:27510/04:00009842" . . "Hedging;hedging strategy;hedging portfolio;delta hedging;minimum variance;minimum value at risk;maximum expected utility function;financial derivative"@en . "Optimisation Hedging Strategies of Financial Risk Elimination"@cs . "In the paper financial hedging strategies are described and explained. The factor neutral on delta basis hedging, minimum variance strategy, minimum value at risk strategy and maximum expected utility function be characterised. Examples of strategy application for chosen financial instruments are derived."@en . . "Zme\u0161kal, Zden\u011Bk" . "Katowice" . . . . . "Finance in Enlarged Auropean Union" . . "285-294" . "Wydawnictvo uczelniane Akademii Ekonomicznej Im. Karola Adamieckiego w Katowicach" . "Optimisation Hedging Strategies of Financial Risk Elimination"@en . . "[585EE5C69B91]" . "Optimisation Hedging Strategies of Financial Risk Elimination"@cs . "83-7246-285-2" .