Diploma thesis is focused on analysis and comparison using financial derivatives to hedge currency risk. The first part of the thesis describes instruments used for hedging: forex forwards, futures contracts and currency options. Those instruments are used for back-testing in analytical part, currency crosses used for back-testing are EUR/USD, EUR/GBP and GBP/USD. The main goal of this thesis is to evaluate the posibility of using them to hedge currency risk, comparison of their efectivity and application.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:202130 |
| Date | January 2014 |
| Creators | Daňhel, Tomáš |
| Contributors | Stádník, Bohumil, Mazáček, David |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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