Zero-Cost Option Products Analysis of the Czech Banks to the Enterprises

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F12%3A43868807" target="_blank" >RIV/70883521:28120/12:43868807 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Zero-Cost Option Products Analysis of the Czech Banks to the Enterprises

Popis výsledku v původním jazyce

The paper deals with zero-cost option structures which has become a popular tool of hedging. They come from a combination of standard and exotic option. They always contain purchased and sold options whose values are equal. The most popular is zero-costcollar strategy. The banks say that any structure can be practically built as zero-cost and they offer many option products as zero-cost. They particularly use exotic options for it. there fore there are 3 selected option products analysed in this paper.In two of them, the theoretical findings are also checked in particular option contract. The goal of this paper is to find out whether it is possible to analyse the products simply and quickly and whether they are understandable for enterprises. The understandability is the basic requirement for correct using and setting of strategy to the come be tool of the enterprise´s currency risk management. It showed up that the collar strategy can be analysed quite simply. An analysis of strateg

Název v anglickém jazyce

Zero-Cost Option Products Analysis of the Czech Banks to the Enterprises

Popis výsledku anglicky

The paper deals with zero-cost option structures which has become a popular tool of hedging. They come from a combination of standard and exotic option. They always contain purchased and sold options whose values are equal. The most popular is zero-costcollar strategy. The banks say that any structure can be practically built as zero-cost and they offer many option products as zero-cost. They particularly use exotic options for it. there fore there are 3 selected option products analysed in this paper.In two of them, the theoretical findings are also checked in particular option contract. The goal of this paper is to find out whether it is possible to analyse the products simply and quickly and whether they are understandable for enterprises. The understandability is the basic requirement for correct using and setting of strategy to the come be tool of the enterprise´s currency risk management. It showed up that the collar strategy can be analysed quite simply. An analysis of strateg

Druh

C - Kapitola v odborné knize

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Rok uplatnění

2012

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název knihy nebo sborníku

Challenges, Research and Perspectives

ISBN

978-3-942171-86-1

Počet stran výsledku

17

Strana od-do

79-95

Počet stran knihy

300

Název nakladatele

SDL Digitaler Buchdruck

Místo vydání

Berlín

Kód UT WoS kapitoly

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