which the risk management and hedging needs of investors may be effectively met through the derivative instruments. However …The phenomenal growth of derivative markets across the globe indicates their impact on the global financial scene. As …, it is equally recognised that derivative markets present market participants and regulators with different and complex …

We revisit the problem of pricing and hedging plain vanilla single-currency interest rate derivatives using multiple … account the forward basis bootstrapped from market basis swaps. Numerical results show that the resulting forward basis curves … for basic plain vanilla interest rate derivatives, FRAs, swaps, caps/floors and swaptions in particular. These expressions …

part of many derivative trading desks’ day-to-day activities and the need of accurate pricing, efficient hedging strategies … and most have a dedicated trading desk dynamically hedging their CVA. However, if pricing techniques have become standard … affect the price and the related hedging strategy and is the main focus of this article. …

, many types of instruments can be used:futures market,spot market, and forward market.However, the degree of volatility …

depend much on the time period chosen. Empirical evidence confirms the hypothesis that currency hedging should be fully …

stakeholder groups’ interests. A study of the use of hedging instruments in 161 Polish non-financial listed companies is then … determine relationships between the hedging decision and financial standing of companies. However, company size is proved to be … the only significant factor for a hedging decision. The implications of these findings and new research questions are …