Analýza zajištění měnového rizika pro potravinářský průmysl

Abstract

The thesis aims to propose a strategy for profitable hedging of currency risk for the company. Evaluation will be based on the current method and also provide additional options to hedge currency risk in society. In the theoretical part of the definition of the financial risk, currency risk and the possibility of collateral. The next chapter will be given basic information about selected companies and the use of currency risk management strategy. The practical part will be a simulation of the exchange rate with the Monte Carlo. Calculated strategy forward and option straddle strategy. Evaluation of selected hedging strategies under different types of criteria, and the yield.