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Foreign-currency transactions and the recovery of German industry in the aftermath of the First World War: the case of Schering AG
Kobrak, Christopher - In: Accounting History Review 12 (2002) 1, pp. 25-42
While historians have for a long time recognized the importance of the First World War to the general flow of history, business economists do not fully appreciate the impact of the war on commercial relationships. The First World War transformed the political, economic, and social context, in...
Persistent link: https://www.econbiz.de/10005484359
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Wie gut sind professionelle Wechselkursprognosen?
Bofinger, Peter; Schmidt, Robert - In: Ifo Schnelldienst 56 (2003) 17, pp. 7-14
Die künftige Entwicklung der Wechselkurse ist für viele wirtschaftliche Entscheidungen von besonderer Bedeutung. Gerade die jüngste Aufwertung des Euro gegenüber dem US-Dollar hat deutlich vor Augen geführt, wie negativ sich unerwartete Wechselkursänderungen auswirken können. Um Risiken...
Persistent link: https://www.econbiz.de/10005055662
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Derivatives usage in risk management by U.S. and German non-financial firms: A comparative survey
Bodnar, Gordon M.; Gebhardt, Günther - Center for Financial Studies - 1998
, firms in the two countries differ notably on issues such as the primary goal of hedging, their choice of instruments, and …
Persistent link: https://www.econbiz.de/10010986461
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Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants
Madlener, Reinhard; Palzer, Andreas; Westner, Günther - Institut für Future Energy Consumer Needs and Behavior … - 2012
In this paper, we design and evaluate eight different strategies for hedging commodity price risks of industrial …-variance portfolio analysis for determining the most efficient hedging strategy. We find that the strate-gy adopted can have a marked …, portfolio optimization shows that a mix of various hedging strategies can further improve the profita-bility of a heat …
Persistent link: https://www.econbiz.de/10010991185
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Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter; Lee, Roger - In: Finance and Stochastics 17 (2013) 4, pp. 685-716
minimize the risk in a family of hedging strategies for G-variation. Copyright Springer-Verlag Berlin Heidelberg 2013 …
Persistent link: https://www.econbiz.de/10010997066
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Polynomial processes and their applications to mathematical finance
Cuchiero, Christa; Keller-Ressel, Martin; Teichmann, Josef - In: Finance and Stochastics 16 (2012) 4, pp. 711-740
to new techniques for option pricing and hedging. For instance, the efficient and easy computation of moments can be used …
Persistent link: https://www.econbiz.de/10010847055
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Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz - In: Mathematical Methods of Operations Research 79 (2014) 2, pp. 239-252
All of the papers written so far deal with efficient hedging of contingent claims for which superhedging exists. The … goal of this paper is to investigate the convex hedging of contingent claims for which superhedging does not exist. Without …
Persistent link: https://www.econbiz.de/10010848600
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Applied Financial Mathematical Model for Derivative Instruments and Hedging Exchange Rate
Dinh, Doan Van; Gong, Guangming - In: International Journal of Academic Research in … 3 (2013) 4, pp. 254-273
instruments for financial hedging. The research results show that the application of derivative instruments is necessary to …
Persistent link: https://www.econbiz.de/10010850197
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Forecasting increases in the VIX: A time-varying long volatility hedge for equities
Clements, Adam; Fuller, Joanne - National Centre for Econometric Research (NCER) - 2012
Since the introduction of volatility derivatives, there has been growing interest in option implied volatility (IV). Many studies have examined informational content, and or forecast accuracy of IV, however there is relatively less work on directly modeling and forecasting IV. This paper uses a...
Persistent link: https://www.econbiz.de/10010854934
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Influence of the World Futures Markets of Corn upon the Prices in Ukraine
Roslyakov Artem A. - In: Business Inform (2013) 12, pp. 164-171
The goal of the article lies in the study of interrelation between the world futures markets of corn and physical market of corn in Ukraine. Analysing, systemising and generalising information about the world market of corn, the article draws conclusions on a high level of integration of Ukraine...
Persistent link: https://www.econbiz.de/10010855385