Hedging strategies represent basic instrument used toward eliminating financial risk. Increasing volatility of … select hedging strategies. Five basic hedging strategies ? delta hedging, minimum variance, minimum value at risk, maximum … portfolios consisting of risk assets (share, bond, commodity price, and exchange rate) and hedged assets (financial derivative …

Over the past few years, the Value at Risk indicator (VaR) has evolved, without doubt, into the most frequently used … the total risk. This paper focuses on the importance of market liquidity and describes ways to integrate it into the VaR …

field of foreign exchange risk management. The case study shows, how the separate hedging instruments have impact on P & L … statement. This paper discusses different relationship between the shareholders and management, in the matter of risk management …

The paper examines the potential of stochastic simulation methods and Earnings at Risk method in risk analysis of … spatially correlated and the rate of yield risk depends on the climate and weather features, soil properties, technology of … data. Price risk has higher spatial correlation. The case study illustrates that the Monte Carlo simulation and Earnings at …