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Possible useage of financial derivatives in international business
Siuda, Jan ; Taušer, Josef (advisor) ; Čajka, Radek (referee)
The thesis is analysing the possible usage of financial derivatives in international business operations at two levels. These are hedging against risks (currency, interest rate and commodity risks) and the possible derivative application within marketing activities. The thesis describes the derivative market dynamics, explains the basic instruments and describes essential trading principles. Based on the three separate case studies, the possible derivative usage in international business is illustrated.
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History of mathematical modelling on financial markets
Cigán, Martin ; Brada, Jaroslav (advisor) ; Langer, Miroslav (referee)
The main goal of this thesis is to introduce the reader to the evolution of some of the well-known mathematical models used in the valuation of investment instruments. The first chapter deals with some of the basic terms used in the following text. The next chapters introduce mathematical models, which are used to valuate stocks, bonds and derivatives. Each chapter contains also a brief description of the instrument itself and in some cases the methods used to evaluate the instruments before the introduction of models. The thesis contains a chapter on concept of portfolio due to its importance in the development of mathematical modelling in this field.
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The Use of Financial Derivatives in the Czech Commercial Banking
Lupínková, Lucie ; Půlpánová, Stanislava (advisor) ; Málek, Jiří (referee)
The thesis concerns with the issues of financial derivatives and their use in the Czech banking sector. The introductory part contains essence of derivatives, their categorization (including characterization of particular types), ways of their usage and risks related with them. The main part of the thesis is focused on analysis of evolution of derivatives contracts in the Czech banking and also in chosen bank. The possible future evolution of the Czech derivatives market is also outlined.
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The use of currency futures in the business in terms of CR
ŘÍHOVÁ, Jana
Thesis "The use of currency futures in the business in terms of CR" deals with financial derivatives. Defines the various types of derivatives, their history and development of currency futures and forward contracts in the CR and in the world. Another part is devoted to the use of currency futures and forwards in the business in the Czech Republic. The thesis is to evaluate the evolution of exchange rates EUR/CZK and USD/CZK.
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Measurement and management of commodity risk
Pochylý, Lukáš ; Málek, Jiří (advisor) ; Paholok, Igor (referee)
This thesis deals with commodity risk and its context. It concerns the commodity market, types of traded commodities, exchanges on which commodities are traded and pricing method usual for commodity market. The first section of the thesis consists of a theoretical perspective on measuring commodity risk and describes the derivatives used to hedging commodities. In the second section is a key part of the work calculations of the statistical characteristics of commodities, practical methods of measuring risk, modeling Value at Risk, stress scenarios and measuring risk using hedging transactions in the financial market. The aim is to measure the commodity risk for various risk situations on a commodity market.
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Analysis of the OTC derivatives and their use in risk management
Neubauerová, Lucie ; Málek, Jiří (advisor) ; Radová, Jarmila (referee)
This bachelor thesis deals with the over-the-counter (OTC) derivatives. It discusses especially the development of their trade in the world and the possibility of using in risk management. The introductory part defines the basic concepts associated with derivatives, describes their history, classification and methods of statistical reporting. It briefly introduces the basic types of derivatives and the primary motives for using. The second part analyses developments of the OTC derivatives markets since 1998 to the present, including a comparison with the stock exchange markets. The content is also a detailed view of the break-even period before and after the outbreak of the global financial crisis. The last part is devoted to hedge risks through OTC derivatives. It Includes introduction to hedge accounting in terms of czech and international financial accounting and reporting standards and the conclusion is supplemented by specific examples of fair value and cash flows hedges.
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Using derivatives to manage foreign exchange rate risk
Pham Thi Huong, Ly ; Brůna, Karel (advisor) ; Dohányos, Vojtech (referee)
The aim of my bacholor thesis is to characterize derivatives as a tool used to manage exchange rate risk. Derivatives allow not only reduce the risk from fluctuations of the exchange rate, but also offer the opportunity to achieve profits, because their characteristic feature is the effect of leverage, when with a small capital you can achieve impressive gains. But it is also associated with risks. In order to avoid possible loss, it is necessary their thorough knowledge. Therefore, I wanted to describe the main characteristics of various derivative instruments and their advantages and disadvantages in providing foreign exchange risks. In the practical part I dealt with the export company that is exposed to transaction and economic exposure resulting from business activities abroad. To reduce the transaction positions in the company, I just use financial derivatives, which appear to be appropriate tools for short-term volatility of exchange rate. The company faces the economic foreign exchange position, when there is the the long-term rate fluctuations, which affects its competitiveness not only at foreign but also domestic markets. In conclusion, I have indicated possible ways to reduce it.
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Financial Derivatives
Janečková, Alena ; Brada, Jaroslav (advisor)
This work is focused on the financial derivatives. The main goal is to examine the development of derivatives in the fields of history and regulation as well as to acquaint with the views on the regulation of the individual authors. The first chapter is dedicated to individual derivatives, their essence, at what markets they are traded at and what are the motives for these transactions. The next part explains the development of derivatives from their origin to present. The last part of this work deals with the problematic of regulation of financial derivatives in the U.S., which consists of the history of regulation and views on regulation of the individual authors.
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Reporting of financial derivatives
Votoček, Filip ; Strouhal, Jiří (advisor) ; Doucha, Rudolf (referee)
Thesis is devoted to basic aspects of the reporting of financial derivatives. Mentioned is brief history and determination of term "derivative" from different points of view. Follows diversification of financial derivatives into groups. The main part is focused on reporting of fixed term contracts and options. Finally is described approach of International Financial Reporting Standards.
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The use of derivatives in public debt management
Polesný, Michal ; Dvořák, Petr (advisor) ; Daňhel, Jaroslav (referee)
The thesis analyses several ways to use financial derivatives in public debt management. It mainly focuses on the manager's motives to use derivatives, associated risks and other fundamental aspects, including the known examples of a questionable use of swaps. In the last chapter the thesis also uses historical data to determine whether the use of derivatives can have a positive effect on the Czech republic's interest expenditures.
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