ИНЖЭКОН Курсовая Управление финансовыми рисками Тема 47

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Uploaded: 01.09.2010
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Description

The theme of "Financial Risk Management, using the procedures of hedging"

TABLE OF CONTENTS
Introduction
1. Theoretical aspects of financial risk management through the use of hedging procedures
2. Analysis and improvement of the management of currency risks
2.1.Ekonomicheskaya characteristics of the enterprise
2.2.Praktika hedging risks in JSC "pedigree farm" Zarya "
2.3. Improving the performance of hedging currency risks JSC "pedigree farm" Zarya "
Practice
I. Determine the expected (projected) value of the ruble against the euro, the ruble against the dollar and the RTS index and statistical evaluation (variation of parameters, standard deviation, coefficient of variation, distribution law) for the same time period on the following assumptions:
1. Predictive estimate determined only on the basis of the calculated values \u200b\u200bof estimates of the ruble-to-euro exchange rate against the dollar and the RTS index over a retrospective period (without additional information). At the same time, the value of the ruble-to-euro exchange rate against the dollar and the RTS index over the period considered as a retrospective appropriate statistical sampling, is conventionally considered a sufficient sample size for future evaluations.
2. It is assumed that the main trends affecting the fluctuations of the quantities in the retrospective period, preserved in the forecast period.
3. The forecast of dynamics is conducted without changing the parameters under consideration (assuming the initial conditions of the forecast period correspond to the initial conditions of the retrospective period).
4. In making judgments about the nature of the law of distribution parameters considered to use the: "close to the normal law", "is significantly different from the normal", close to a uniform law ", etc. In that case, the distribution of the law in question from the normal (or even ) to assess the probability of finding the test parameter in the range ...
Closing
References

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