Sökning: "Hedging -- risk management"
Visar resultat 1 - 5 av 7 avhandlingar innehållade orden Hedging -- risk management.
1. Essays on Corporate Risk Management
Sammanfattning : Companies spend a lot of attention and resources on something commonly referred to as ‘risk management’. Despite its apparent importance and intuitive appeal, corporate risk management is fraught with many difficulties, both on the conceptual and practical level. LÄS MER
2. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets
Sammanfattning : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. LÄS MER
3. Essays on Risks in Investment Strategies
Sammanfattning : This dissertation contains three articles, which investigate different types of risks investors encounter during the investment process.Article I investigates the relation between macroeconomic risk and higher-moment moment risk premia. LÄS MER
4. Public debt management
Sammanfattning : This thesis consists of three self-contained papers covering different aspects of public debt management. From a methodological point of view they all have in common that results and models from the theory of finance are used to analyze the effects of public debt management. LÄS MER
5. Essays on Derivatives and Liquidity
Sammanfattning : This dissertation contains four essays in which derivatives markets are studied in relation to three related topics in financial economics: asset pricing, market microstructure and risk management.Essay I studies the role of relative option liquidity in explaining the volatility smile. LÄS MER