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National Repository of Grey Literature 42 records found  beginprevious42 - 42  jump to record: Search took 0.00 seconds. 
The usage of derivatives in order to hedge th exchange rate risk
 Vrubel, Tomáš ; Taušer, Josef (advisor) ; Štěrbová, Ludmila (referee)
This thesis proposes to the reader the solution of how to quantify and later eliminate the exchange rate risk using the zero cost option strategies. First chapter is dedicated the conception of the exchange rate risk, to its structure and the potential elimination of the sub- risks. Second chapter deals with the methods of quantification of the exchange rate risk. In this chapter a traditional method and Value at risk are mentioned. Third chapter defines the terms- derivative, option, main option positions, factors influencing the option premium and its importance via making option strategies and taking decisions whether to hedge or not. Last chapter uses all the pieces of knowledge in practice. Several zero cost strategies are shown here also with the illustrative examples.
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