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Využití finančních derivátů k zajištění měnových rizik / The Use of Financial Derivatives to Hedge Against Currency Risks

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.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:202130
Date January 2014
CreatorsDaňhel, Tomáš
ContributorsStádník, Bohumil, Mazáček, David
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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