Mostrar el registro sencillo del ítem
Effectiveness of hedging with futures contracts
dc.contributor | Nieto Soria, Luisa | |
dc.contributor.author | Moreno Munera, David | |
dc.contributor.other | Universitat Jaume I. Departament de Finances i Comptabilitat | |
dc.date.accessioned | 2016-11-23T13:04:57Z | |
dc.date.available | 2016-11-23T13:04:57Z | |
dc.date.issued | 2016-11-08 | |
dc.identifier.uri | http://hdl.handle.net/10234/164638 | |
dc.description | Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs: 2015/2016 | ca_CA |
dc.description.abstract | This paper develops a model to hedging a portfolio of shares against the risk of the possible fall of the price through the use of futures on IBEX 35. We will evaluate the robustness of this coverage by subjecting it to various strategies and evaluating them in terms of efficiency. We will analyze your response hedging in different scenarios: 1) does not cover the stock portfolio, 2) cover the portfolio and maintain the future through expiration date and 3) cover the portfolio and cancel the futures position before the expiration date. With this we will obtain results with which we will be able to clarify a response of the efficiency of the hedging and correct use of which instrument is most effective to cover it. | ca_CA |
dc.format.mimetype | application/pdf | ca_CA |
dc.language.iso | eng | ca_CA |
dc.publisher | Universitat Jaume I | ca_CA |
dc.rights | Atribución-NoComercial-CompartirIgual 4.0 España | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/4.0/ | * |
dc.subject | Grau en Finances i Comptabilitat | ca_CA |
dc.subject | Grado en Finanzas y Contabilidad | ca_CA |
dc.subject | Bachelor's Degree in Finance and Accounting | ca_CA |
dc.subject | Mercado de futuros | ca_CA |
dc.subject | Cartera de acciones | ca_CA |
dc.subject | Contratos de futuros | ca_CA |
dc.subject.lcsh | Futures market | ca_CA |
dc.subject.lcsh | Securities | ca_CA |
dc.subject.lcsh | Portfolio management | ca_CA |
dc.title | Effectiveness of hedging with futures contracts | ca_CA |
dc.type | info:eu-repo/semantics/bachelorThesis | ca_CA |
dc.educationLevel | Estudios de Grado | ca_CA |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca_CA |
Ficheros en el ítem
Este ítem aparece en la(s) siguiente(s) colección(ones)
-
Grau en Finances i Comptabilitat [443]
FC1049