Zajištění měnového rizika ve vybraném podniku

Abstract

The companies in the foreign markets are influenced by currency risk. The aim of the diploma thesis is hedging of currency risk in the selected company Škoda Transportation a.s. with using selected methods of hedging and evaluated resulting effects of selected hedging methods by certain criteria. The diploma thesis is divided into three main chapters. In the first chapter are described the types of risks and financial derivates. In the second chapter are characterized currency risk and the valuation of the financial derivates. In the practical part the particular methods of hedging are applied on the selected company Škoda Transportation a.s. In the end of the chapter the methods of hedging are compared by certain criteria. From the obtained result arise that for the selected company is the best hedging option currency forward.