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Dissertations / Theses on the topic 'Forward contracts'

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Published: 4 June 2021

Last updated: 30 May 2022

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1

Arabi, Alireza, and Maziar Saei. "Simple foreign currency option Hedge strategies A comparison of Option contracts versus Forward contracts." Thesis, Mälardalens högskola, Akademin för hållbar samhälls- och teknikutveckling, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9977.

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The use of currency options has been grown widely during the latest years. This paper tries to answer whether hedge strategies using currency options are superior to forward exchange contracts or not.

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2

Waldie, Kyle. "Determinants of risk premiums on forward contracts for Kansas wheat." Thesis, Kansas State University, 2014. http://hdl.handle.net/2097/17379.

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Master of Science<br>Department of Agricultural Economics<br>Mykel Taylor<br>Forward contracts are one of the main tools used by producers to manage price risk because forward contracts shift the risk from producers to the grain elevator offering the contract. The elevators protect themselves from this risk by hedging, leaving them susceptible to basis risk, which they offset by adding a risk premium to the forward contracts they offer producers. This risk premium is affected by increased volatility and by differences in elevator-specific characteristics at elevator locations across Kansas. T

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3

Aronsson, Anna, and Elsa Kjellén. "Prediction of Currency Pairs : Statistical relations between futures and forward contracts." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-184812.

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Forecasting prices is a widely extended topic on the financial markets and is used by traders all over the world to make profitable trades. However, there exists a limited amount of research regarding the relation between the price movements of futures and forward contracts. In this thesis work that relation has been investigated in order to see if it is possible to increase the efficiency of the pricing for two different currency pairs that are traded on the forex exchange market. The aim was to develop a statistical model that could find statistical relations so that an improvement in the pr

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4

Skogtrø, Bjørn Waage. "Valuating Forward Contracts in the Electricity Market using Partial Integro-differential Equations." Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9662.

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<p>e will evaluate forward contracts in the electricity market. A thorough presentation of stochastic analysis for processes with discontinuous paths are provided, and some results concerning these from mathematical finance are stated. Using a Feynman-Kac-type theorem by Pham we derive a partial integro-differential equation giving the forward price from the spot dynamics taken from Geman and Roncoroni. This spot model is regime switching, so we get two equations. These equations are then attempted solved numerically. We suggest the following approach: When implementing boundary-conditio

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5

Jackson, Elizabeth Louise. "Behavioural determinants of the adoption of forward contracts by Western Australian wool producers." Curtin University of Technology, Curtin Business School, Graduate School of Business, 2008. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=21531.

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Australian wool traders and researchers have little knowledge of the incomplete adoption of the price risk management strategies that are available to stabilise wool producers’ incomes. Auction is by far the most popular method of selling wool in Australia with an adoption rate of about 85%. However this system exposes users (wool producers and buyers alike) to highly volatile prices and non-specific knowledge of supply and demand. Furthermore, it places differentiated wool types in the same commodity market as mass produced, homogeneous wool types. In order to address these issues, a mixed-me

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6

Wanga, Godwill George. "Hedging Exchange Rate Risks." ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/3373.

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Risks associated with fluctuating exchange rates affect investment cost and investor profitability. Approximately 50% of firms in emerging markets have significant exposure to fluctuating exchange rates. Grounded in principal-agent theory (PAT), the purpose of this case study was to explore hedging strategies to mitigate risks of fluctuating exchange rates. The population comprised a census sampling of 12 bank hedgers (risk managers and controllers) in Dar es Salaam in Tanzania, East Africa. Data collection involved semistructured interviews, casual observations of the work environment, and an

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Neto, Hyberville Paulo D'Athayde. "Fatores determinantes da utilização de ferramentas de gestão de risco de preços do boi gordo por confinadores." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/96/96132/tde-19092014-161807/.

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A existência de especificidade temporal na produção do confinamento de bovinos, que limita o período de negociação e busca por preços mais atrativos, corrobora com a necessidade do uso de mecanismos de hedge. Este pode ser feito pelo confinador com o uso da BM&F Bovespa, via contratos futuros e de opções, ou diretamente com os frigoríficos, por meio de contratos a termo. O objetivo desta dissertação é identificar fatores determinantes para a utilização de hedge (contratos futuros, de opções e termo) por confinadores. Foram realizadas pesquisas com confinadores participantes de eventos realizad

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Al-Obaidli, Jassim Mohammed A. A. "Arbitration law in Qatar : the way forward." Thesis, Robert Gordon University, 2016. http://hdl.handle.net/10059/1564.

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Qatar is among the fastest growing developing countries in all fields. Since the State of Qatar gained independence from the United Kingdom, the Qatari government has been focusing on the formation of state institutions to keep pace with global development. In 1971, Qatar released the first civil and commercial law. The country established the first step towards the separation of civil and commercial transactions of Islamic law. However, the ever-changing nature of business and global economy requires significant economic and societal changes. With the increase of foreign investors in Qatar, t

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9

Mulambia, Michael. "Future rates and the success of derivates of the firm : Case Study of Futures Contracts Sold on CME." Thesis, Högskolan Väst, Institutionen för ekonomi och it, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hv:diva-3353.

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In today’s world economy, many companies produce where it is most cost effective to produce goods, sell where it is most profitable and source capital where it is cheaper than anywhere else, without worrying about national boundaries. However, this stage were the world has reached began three decades ago with the freeing of exchange rate, capital and interest rate controls. Additional business risks have arisen as a result of this free world and they are such that interest and exchange rates have become more variable requiring innovative financial products to help companies manage these busine

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Андрєєва, Г. І. "Управління процентними ризиками іпотечного кредитування з використанням сучасних похідних фінансових інструментів". Thesis, Біла К.О, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63848.

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11

Machado, Tomás da Cruz. "Utilização de contratos futuros e forwards como estratégia de cobertura de risco no mercado europeu de bovinos de carne." Master's thesis, Universidade de Lisboa, Faculdade de Medicina Veterinária. Instituto Superior de Agronomia, 2022. http://hdl.handle.net/10400.5/24128.

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Dissertação de Mestrado em Engenharia Zootécnica/Produção Animal<br>O risco associado à produção de carne de bovino, está sempre dependente de cenários não passíveis de controlo humano, como é o exemplo das alterações climáticas que causam fenómenos cada vez mais drásticos e imprevisíveis. Para além destes fenómenos climáticos, os produtores estão, nalguns casos, mal preparados para lidar com a gestão do risco e são muitas vezes afetados por variáveis financeiras e económicas que tornam as explorações inviáveis. Para reverter esta realidade, de forma a auxiliar os produtores, pretendeu-se nes

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Unver, Ibrahim Emre. "Pricing And Hedging A Participating Forward Contract." Master's thesis, METU, 2013. http://etd.lib.metu.edu.tr/upload/12615532/index.pdf.

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We use the Garman-Kohlhagen model to compute the hedge and price of a participating forward contract on the US dollar that is written by a Turkish Bank. The algorithm is computed using actual market data and a weekly updated hedge is computed. We note that despite a weekly update and many assumptions made on the volatility and the interest rates the model gives a very reasonable hedge.

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McKeown, Sarah. "In search of coherence and consistency in European contract law : a way forward." Thesis, University of Southampton, 2010. https://eprints.soton.ac.uk/210835/.

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In 2001 the European Commission began a far reaching consultation to ascertain whether obstacles arise for the proper functioning of the internal market and for crossborder trade from the existing divergent and fragmentary state of European contract law at the EU and national levels. This question was answered in the affirmative. Action was needed to simplify the regulatory environment for cross-border trade; to provide businesses and consumers with a single, comprehensive, and directly applicable contractual framework for cross-border transactions in the internal market. This thesis offers a

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Dimakopoulos, Philipp Dimitrios. "Essays in Market Design and Industrial Organization." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19133.

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Diese Dissertation besteht aus drei unabhängigen Kapiteln in den Bereichen Matching Market Design, Industrieökonomie und Wettbewerbspolitik. Kapitel 1 behandelt den Matching-Markt für juristische Referendariatsstellen in Deutschland. Wegen übermäßiger Nachfrage müssen Anwälte oft warten, bevor sie zugewiesen werden. Der aktuell verwendete Algorithmus berücksichtigt nicht die Zeitpräferenzen der Anwälte. Daher werden viele wünschenswerte Eigenschaften nicht erfüllt. Basierend auf dem matching with contracts Modell schlage ich dann einen neuen Mechanismus vor, der die Wartezeit als Vertragsterm

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15

Rogers, Owen Rhys. "Improved public cloud capacity planning through the sale of options, forwards and provision point contracts." Thesis, University of Bristol, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.582624.

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16

Heiman, Travis. "Analysis of a cooperative dairy producer risk management program." Thesis, Kansas State University, 2011. http://hdl.handle.net/2097/16173.

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Master of Agribusiness<br>Department of Agricultural Economics<br>Kevin Dhuyvetter<br>Dairy Farmers of America (DFA) is national milk marketing cooperative. DFA’s primary focus is to market the milk of the cooperative’s 17,000 members. In addition, DFA offers its membership a number of farm services. The sole purpose of these services is to make it easier for DFA members to operate their businesses. One of the services offered provides members access to forward contracting alternatives for pricing their milk. The objective of this research is to utilize demographic and other information relat

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Mrkvová, Petra. "Zasílatelská smlouva, aktuální a navrhovaná právní úprava." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-113168.

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The thesis focuses on the Czech regulation of forwarding contract. The aim of this thesis is to answer the question whether planned legislation in The New Czech Civil Code is type of modern legislation, which takes into account the needs of freight forwarders and international developments in the unification and harmonization of forwarding contract. The answer is based on analysis of the current legislation of forwarding contract, jurisprudence and comparison with regulation abroad.

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18

Jakutis, Aurimas. "Mutual fund's currency risk hedging." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2009. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2008~D_20090403_124219-25175.

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Mutual funds currency risk management is analyzed in this bachelor paper. It aims to analyze hedging by currency forward and options under different hedge ratios and various durations of the contracts. Afterwards the outcome is compared to non-hedging. After comparing hedging on six emerging markets equity indexes, it is concluded, that fund managers should hedge not all the time, but only when they expect foreign currency to depreciate. It is shown that forward contracts are better means than options for currency risk insurance purposes. Moreover, it is demonstrated that hedging with the shor

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19

Li, Yuanjing. "New dynamics in the electricity sector : consumption-growth nexus, market structure and renewable power." Thesis, Paris 9, 2015. http://www.theses.fr/2015PA090041/document.

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L’objectif de cette thèse est d’étudier les nouvelles dynamiques et leurs impacts dans le secteur de l'électricité. Elle discute des sujets critiques d’après les perspectives de la macroéconomie, de la configuration structurelle, et de la transition vers des sources d'énergie renouvelables. Plus précisément, trois sujets se dégagent: le lien entre la consommation d'électricité et la croissance économique, les impacts de l'intégration verticale entre les producteurs et les détaillants, et les impacts d'intégration de production d'énergie renouvelable intermittente. En mettant en jeu ces trois s

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Růžek, Lukáš. "Regulace derivátových kontraktů." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-264693.

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This diploma thesis deals with the legal regulation of derivatives contracts with respect to their economic nature. It provides a detailed view on the legislation regulating derivatives contracts in the legal order of the Czech Republic. Considering the interconnection of local derivatives markets, this diploma thesis pays attention to the legal regulation and standardization of derivatives contracts in foreign countries and at the international level. The first part of this thesis describes basic features of derivatives and proposes their typology. The aim of the following part is to evaluate

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21

Le, Coq Chloé. "Quantity choices and market power in electricity markets." Doctoral thesis, Handelshögskolan i Stockholm, Samhällsekonomi (S), 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-566.

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Competitive power markets from different countries exhibit a common market design, especially because of the nature of electricity (lack of storage, inelastic load, and strong seasonal effects on multiple time scales). For example, a majority of countries have created a spot market where electricity is traded hourly. The design of the spot markets reflected an ambition of providing strong incentives for efficient and least-cost production. Subsequently, the spot market price has been considered as a reference price for other existing electricity markets such as the contract market or the real-

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22

Kioungou, Ance. "La faute du commissionaire de transport." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010298.

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Quel étrange personnage que le commissionnaire de transport ! Cet acteur majeur du monde des transports est à l’origine de nombreuses controverses doctrinales et d’un abondant contentieux judiciaire. Professionnel chargé d’organiser le transport des marchandises pour le compte d’un donneur d’ordre, il supporte une double responsabilité, de son fait personnel et du fait de tous les prestataires qu’il se substitue dans l’exécution de sa mission. Si le recours à la commission de transport est très fréquent, c’est parce qu’elle offre de garanties intéressantes aux clients, notamment la prise en ch

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Abromavičius, Giedrius. "Vežėjo ir ekspeditoriaus sutartiniai santykiai." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100224_113248-44648.

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Magistro baigiamajame darbe analizuojamas vežėjo ir ekspeditoriaus sutartinių santykių teisinis reglamentavimas, šios temos aktualumą lemia tai, kad transporto sritis yra viena iš prioritetinių šalies ūkio sričių, ekspeditoriaus vaidmuo krovinių gabenimo procese pastaruoju metu labai išaugo, o teisiniai santykiai, susiklostantys tarp vežėjo ir ekspeditoriaus nei teisinėje literatūroje, nei teismų praktikoje nebuvo analizuojami. Autorius kelia mokslinę problemą, kad ekspeditoriaus padėties teisinio reglamentavimo krovinių gabenimo procese neaiškumas neigiamai įtakoja vežėjo ir ekspeditoriaus t

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Freitas, Gustavo Wanderley Dias de. "Instrumentos financeiros para administração do risco cambial." reponame:Repositório Institucional do FGV, 1994. http://hdl.handle.net/10438/4787.

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Made available in DSpace on 2010-04-20T20:14:50Z (GMT). No. of bitstreams: 0 Previous issue date: 1994-05-25T00:00:00Z<br>Analisa os instrumentos financeiros disponíveis para administração do risco cambial: Futuros, Forwards, Swaps e Opções. Apresenta um resumo dos principais fatos na história do mercado cambial internacional; as principais características deste mercado; os tipos de exposição cambial; e as principais estratégias de utilização dos instrumentos estudados.

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Reyes, Taha Juan Francisco. "Análisis de la norma de control contemplada en el artículo 12 de la Ley 20.544 que regula la tributación de los contratos derivados." Tesis, Universidad de Chile, 2012. http://repositorio.uchile.cl/handle/2250/112889.

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Tesis (para optar al grado de magíster en derecho tributario)<br>El presente trabajo busca describir los contratos de derivados financieros más comunes, y explicar someramente el régimen tributario aplicable a los mismos al amparo de la ley N° 20.544 de 22 de octubre de 2011. Asimismo, busca dar cuenta de la posibilidad de utilizar a los instrumentos derivados financieros como instrumentos de planificación tributaria por medio de los cuales se puede pretender evitar la aplicación de ciertos impuestos sobre la base de la celebración de contratos con efectos económicos idénticos pero tratamiento

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Русаненко, І. С. "Управління валютними ризиками підприємств-експортерів". Thesis, Українська академія банківської справи Національного банку України, 2004. http://essuir.sumdu.edu.ua/handle/123456789/51487.

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У роботі досліджено методологічні та методичні засади управління валютними ризиками підприємств-експортерів при здійсненні ними зовнішньоекономічній діяльності, у тому числі розглянуто поняття, головні чинники виникнення та основні види валютних ризиків, визначено основні методи та інструменти їхнього хеджування. Проаналізовано експортну діяльність підприємств металургійної галузі, досліджено основні види фінансових ризиків, що її супроводжують, визначено ступінь впливу ризиків на діяльність цих підприємств. Досліджено особливості формування валютної політики підприємств в умовах нестабільного

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Lindensjö, Kristoffer. "Essays in financial mathematics." Doctoral thesis, Handelshögskolan i Stockholm, Institutionen för Finansiell ekonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2145.

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Santos, Rafael Fernandes. "Análise das alternativas de proteção cambial para uma empresa multinacional do setor químico atuando no Brasil: uma discussão sobre modelo de proteção cambial com enfoque em custo para as operações de uma empresa importadora." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/18053.

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Submitted by Rafael Fernandes Santos (fernandes.s.rafa@gmail.com) on 2017-03-17T18:37:53Z No. of bitstreams: 1 RAFAEL FERNANDES REVISÃO v5 Arthur.pdf: 1011335 bytes, checksum: 84d175672e25f360d8a50ee49efed09c (MD5)<br>Approved for entry into archive by Fabiana da Silva Segura (fabiana.segura@fgv.br) on 2017-03-17T18:39:15Z (GMT) No. of bitstreams: 1 RAFAEL FERNANDES REVISÃO v5 Arthur.pdf: 1011335 bytes, checksum: 84d175672e25f360d8a50ee49efed09c (MD5)<br>Made available in DSpace on 2017-03-20T11:04:27Z (GMT). No. of bitstreams: 1 RAFAEL FERNANDES REVISÃO v5 Arthur.pdf: 1011335 bytes, c

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Achuo, George. "Partner satisfaction and renewal likelihood in consumer supported agriculture (CSA) : a case study of The Equiterre CSA network." Thesis, McGill University, 2003. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=19555.

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Chiu, Ya-Wen, and 邱雅雯. "A Study on Forward Exchange Contracts Accounting Treatmeats." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/61294634108651226362.

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碩士<br>國立臺灣大學<br>會計學系<br>85<br>In order to make the accounting of forward exchange contracts can keep pace with of forward exchange market of our country and reflect the economic reality of this activity, the study discusses the primary and hedge accounting of forward exchange contracts. After the discussion, the study comments upon the problems of related requirements of the statement of financial accounting standards NO. 14 in ROC and the proposed statement of financial accounting standard

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LIANG, SU-JEN, and 梁素真. "Forward Contracts Usage and the Value-relevance of Accounting Numbers." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/9345yz.

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碩士<br>國立雲林科技大學<br>會計系<br>107<br>This study examines the relationship between the forward contracts usage decision and the value relevance of accounting information in Taiwanese listed firms from 2009 to 2016. This study classifies the motives of forward contracts usage into hedging and non-hedging (trading) types, in turn, examines whether the value-relevance of earnings and book value of equity reveals distinctive patterns in different purpose of forward contracts usage. The empirical results reveals that the hedging purpose of forward contracts usage enhances (reduces) the relative value-rel

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Wu, Han-Chin, and 吳翰卿. "Evaluating the Hedging Strategies by Using the US Dollar Forward Contracts." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/74435577084245300498.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險所<br>95<br>The research of the foreign exchange hedge is progressive in respects of industry or academy. The appropriate hedging strategies for foreign exchanges depend on different times, industries and countries. In empirical research, many authors try to find the best hedging strategies and tools in different contexts. This thesis collects and organizes the data of spot and forward NT/US dollar exchange rates from Jan. 1999 to June 2005 and then performs the descriptive statistic analysis. The optimal hedging positions (i.e. hedging ratios) of the NT/US dollar for

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Mbaso, Marvin. "Economic feasibility of hybridyzing forward contracts and warehouse receipt system in Malawi." Thesis, 2018. http://hdl.handle.net/2097/39136.

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Master of Agribusiness<br>Department of Agricultural Economics<br>Vincent Amanor-Boadu<br>Generally, commodity prices immediately after harvest tend to be low because of supply glut and rise over time away from harvest as supply shrinks and demand remains virtually unchanged. Unfortunately, because many Malawian farmers do not have effective storage, they do not have any commodity for sale when prices are high. To help improve the income Malawian farmers may generate from their activities, this thesis explored the feasibility of hybridizing the two forms of price risk management systems in Ma

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Kao, Hsien-ming, and 高賢明. "Hedging Effectiveness Assessment of the US Currency Risk by Forward Foreign Exchange Contracts." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/79906130382260358760.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險所<br>92<br>This thesis takes the spot and forward exchange rates of US dollar for New Taiwan dollar at foreign exchange rate market as a hedging example, and makes comparisons among different dates of forward exchange rate contracts using static and dynamic hedging methods and analyzing the hedging performance for three models: the error correction, the M-GARCH and the threshold GARCH models in my paper. As a consequence of the empirical analysis, the error correction model of the static hedging analysis obtains a outcome: the spot exchange rate and forward exchange

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CHEN, YI-YUAN, and 陳鐿元. "The Study of the Portfolio Hedging Strategy on Currency Forward Contracts and Currency Futures." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/97560939658618287344.

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碩士<br>國立臺北大學<br>合作經濟學系<br>94<br>This study tests the abnormality (over-reaction or under-reaction) of Taiwan public stock market. We construct portfolios based on the different levels of return and volume applying the concept of Filter Rules proposed by Cooper (1999). The purpose is to show whether portfolio experienced extreme prior price index changes and volume changes have more significant continuing or reversing tendency. Turnover rate of individual securities is used as the proxy of volume. The data include the weekly returns and volumes of the individual securities in Taiwan stock marke

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HUANG, BO-KAI, and 黃柏凱. "The Study of the Portfolio Hedging Strategy on Currency Forward Contracts and Currency Futures." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/96132246557408562249.

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碩士<br>國立臺北大學<br>合作經濟學系<br>94<br>The study is to make use of five kinds of currency futures of Japanese yen, S.African Rand, Swiss Franc, Swed. Krona and Australian Dollar, adopt hedging strategies of single future position, two kinds of futures portfolio position, three kinds of futures portfolio position, four kinds of futures portfolio position and five kinds of futures portfolio position, to hedge risk of NT/US currency forward contracts. In order to get better hedging strategies, make minimum variance hedge model and risk-return trade-off hedge model to analyze hedging effectiveness of hed

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LIU, GUANG-GING, and 劉光卿. "Optimal hedge model for foreign exchange risk management:the use of forward and futures contracts." Thesis, 1988. http://ndltd.ncl.edu.tw/handle/32588809425069993018.

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Berger, Leslie. "How incentive contracts and task complexity influence and facilitate long-term performance." Thesis, 2009. http://hdl.handle.net/10012/4538.

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The purpose of this study is to investigate how different incentive contracts that include forward-looking and contemporaneous goals motivate managers to make decisions consistent with the organization’s long-term objectives, in tasks of varying complexity. Two research questions are addressed. First, in a long-term horizon setting, how do incentive contracts based on various combinations of forward-looking and contemporaneous measures influence decisions? Second, how does task complexity influence the expected effect of various incentive contracts on management decisions? I address my r

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Appalsamy, Clyde Benedict. "A critical analysis of section 241 of the Income Tax Act." Thesis, 2015. http://hdl.handle.net/10539/19461.

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Tsai, Hsin-Kun, and 蔡信坤. "A Study of Spread Arbitrage Strategies on Intermarket With Forward Contracts For Interest Rate －TAIFEX TAIEX Index Futures & SIMEX MSCI Taiwan Index Futures." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/97769876550312283901.

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碩士<br>朝陽大學<br>財務金融系碩士班<br>88<br>Abstract The thesis studies the profitability of Intermarket Stock Index Futures Arbitrage between TAIFEX and SIMEX. Try to establishing a complete risk-free arbitrage equilibrium equation through some parameter, including Forward rate, Exchange rate, Daily Open and Settlement price of stock index. Most of important, take NT-US exchange rate into account to make the arbitrage strategy more practical. Depending on the empirical data, Following conclusions can be made： 1. If forgetting the trading cost, under the hypothesis of all

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Al, Mansour Abdullah. "Essays in Risk Management for Crude Oil Markets." Thesis, 2012. http://hdl.handle.net/10012/7106.

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This thesis consists of three essays on risk management in crude oil markets. In the first essay, the valuation of an oil sands project is studied using real options approach. Oil sands production consumes substantial amount of natural gas during extracting and upgrading. Natural gas prices are known to be stochastic and highly volatile which introduces a risk factor that needs to be taken into account. The essay studies the impact of this risk factor on the value of an oil sands project and its optimal operation. The essay takes into account the co-movement between crude oil and natural gas

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Soopal, D. C. "An evaluation of the use of currency options as an alternative hedging strategy to forward exchange contracts for the management of foreign exchange risk in a multinational firm." 2006. http://hdl.handle.net/10413/1660.

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Currency exposure has become a widespread issue as more corporations of all sizes source and sell in overseas markets and compete both at home and abroad with international companies. Very few companies are unaffected by currency risk, whether directly or indirectly. Businesses that source products from foreign countries face the risk that exchange rate movement will erode gross margins if competition prevents selling prices from rising in tandem, while resource-based companies face the uncertainty associated with the fact that the world's commodities markets are denominated in US Dollars or P

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Botha, Erika. "The use of derivatives by South African agricultural co-operatives to hedge financial risks." Diss., 2005. http://hdl.handle.net/10500/578.

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The agricultural sector plays an important role in the South African economy through job creation and earning foreign exchange. The role of agricultural co-operatives increased substantially over the last few decades. The research focuses firstly on the identification of derivative instruments in the market and their applicability to mitigate financial risks co-operatives experience. Secondly, research is conducted about the extent to which co-operatives use these derivatives to hedge financial risks. The research shows that most co-operatives are exposed to financial risks through d

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Lin, Yue-Jen, and 林裕仁. "The Hedging Effect of Foreign Investment and Currency Forward Contract." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/01494247884209740218.

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Sun, Yung-tse, and 孫詠澤. "A Study on the Hedge Effectiveness of the U.S. Dollar Forward Contract." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/29853101541945356749.

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碩士<br>國立高雄第一科技大學<br>金融研究所<br>100<br>This thesis evaluates the relative hedging effectiveness of the 30-day, 60-day, 90-day, and 180-day U.S. dollar forward contracts for managing the spot exchange rate between the U.S. dollar and the New Taiwan dollar. Another main task of this thesis is to examine the question of which hedge strategy minimizes the variance of the hedged portfolio using thenaïve, the ordinary least square, and the equally weighted moving average strategies. The empirical results show that the 30-dayU.S. dollar forward contract has the best hedging effectiveness for managing th

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LAI, ZHI-SONG, and 賴志松. "An empirical study of hedging strategies of U.S. dollars:new Taiwan dollars forward contract." Thesis, 1989. http://ndltd.ncl.edu.tw/handle/99679187880998228418.

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Wu, Fu-Tsai, and 吳福財. "Military Foreign Exchange Risk Management: Strategic Cross Hedging Analysis of ForeignExchange Futures and Forwards Contracts." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/66036560980760638137.

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碩士<br>國防管理學院<br>國防財務資源研究所<br>91<br>Facing possible budget shortage from foreign exchange violation, national defense officials should establish an effective foreign exchange risk management strategy. This study aims to purpose a tentative foreign exchange risk management strategy. Based on the minimum variance hedging model, this study establish a hedging strategy by using foreign exchange futures and forwards contracts. The findings are (1) 6-months foreign exchange contracts have the greatest hedging efficiency, (2) when single contract is used, Japanes Yen futures and forwards h

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Sun, Yu Hui, and 孫玉蕙. "The Optimal Overseas Interest Rate Hedging under Floating Exchan- ge rates -- An Empirical Analysis on U. S. T-bills Futures & Tai- wan USD Forward Contract." Thesis, 1994. http://ndltd.ncl.edu.tw/handle/29265426758571121758.

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Βλαχοκώστα, Αλεξάνδρα. "Ανάπτυξη τεχνικών επεξεργασίας ιατρικών δεδομένων και συστημάτων υποστήριξης της διάγνωσης στη γυναικολογία". Thesis, 2014. http://hdl.handle.net/10889/8537.

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Η αυτόματη επεξεργασία εικόνων του ενδομητρίου αποτελεί ένα δύσκολο και πολυδιάστατο πρόβλημα, το οποίο έχει απασχολήσει πλήθος ερευνητών και για το οποίο έχει αναπτυχθεί μεγάλος αριθμός τεχνικών. Στην παρούσα διατριβή, παρουσιάζεται μια μεθοδολογική προσέγγιση, η οποία βασίζεται στη χρήση αλγορίθμων ψηφιακής επεξεργασίας και ανάλυσης εικόνων, για την αυτόματη εκτίμηση χαρακτηριστικών που περιγράφουν την αγγείωση και την υφή εικόνων του ενδομητρίου. Αφορμή της μελέτης αποτελεί ο ρόλος που διαπιστώνεται ότι διαδραματίζει η μεταβολή των τιμών των εν λόγω χαρακτηριστικών στην έγκαιρη διάγνωση τ

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