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Erschienen in:
2024 | OriginalPaper | Buchkapitel
Course Unit 3: Hedging of Hedgeable Risks and Modelling of Non-hedgeable Risks
verfasst von : Dietmar Ernst, Joachim Häcker
Erschienen in: Corporate Risk Management
Verlag: Springer Nature Switzerland
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Abstract
Money Market Futures.
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You will be able to identify hedgeable and non-hedgeable risks in the company.
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You will be familiar with various instruments for hedging financial risks.
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You will be able to hedge interest rate risks with futures/forwards, swaps and options.
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You will be able to incorporate non-hedgeable risks into a company’s business plan.
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You will understand the differences between planned values and expected values.
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You will aggregate individual risks in the business plan using Monte Carlo simulation.
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You will calculate different risk ratios based on the Monte Carlo simulation.