Financial derivatives and their applications for non-financial companies
| Thesis title: | Využití finančních derivátů pro risk management subjektů mezinárodního obchodu |
|---|---|
| Author: | Kazlovich, Uladzimir |
| Thesis type: | Diplomová práce |
| Supervisor: | Žamberský, Pavel |
| Opponents: | Šaroch, Stanislav |
| Thesis language: | Česky |
| Abstract: | Využití finančních derivátů pro risk management subjektů mezinárodního obchodu. Teoretické aspekty hedgingu. Rizikově neutrální oceňování. |
| Keywords: | DCC; Risk-neutral pricing; Valuation; Risk-neutral density; GARCH |
| Thesis title: | Financial derivatives and their applications for non-financial companies |
|---|---|
| Author: | Kazlovich, Uladzimir |
| Thesis type: | Diploma thesis |
| Supervisor: | Žamberský, Pavel |
| Opponents: | Šaroch, Stanislav |
| Thesis language: | Česky |
| Abstract: | The aim of the thesis is to present a robust conceptual framework for risk management of non-financial companies in order to improve decision making in the area of hedging with derivative instruments. Application of modern quantitative methods. |
| Keywords: | Risk-neutral measure; Risk-neutral pricing; GARCH; Malz method; DCC |
Information about study
| Study programme: | Mezinárodní ekonomické vztahy/Mezinárodní obchod |
|---|---|
| Type of study programme: | Magisterský studijní program |
| Assigned degree: | Ing. |
| Institutions assigning academic degree: | Vysoká škola ekonomická v Praze |
| Faculty: | Faculty of International Relations |
| Department: | Department of International Economic Relations |
Information on submission and defense
| Date of assignment: | 9. 5. 2011 |
|---|---|
| Date of submission: | 1. 12. 2011 |
| Date of defense: | 10. 9. 2014 |
| Identifier in the InSIS system: | https://insis.vse.cz/zp/31980/podrobnosti |