Techniky zajištění komoditního rizika

Abstract

The thesis is focused on application of commodity risk hedging strategies. Companies are exposed to commodity risk. These companies are trading the goods on the highly competitive market. Companies fear negative growth rates of the underlying asset. The first chapter is devoted to the characteristics of financial derivatives, stochastic processes and option pricing methods. Next one is focused on description financial risk and hedging strategies. In the third chapter is used theoretical knowledge to determine the appropriate process and pricing of financial instruments. Some of hedging strategies are evaluated based on defined criteria. In the end, a comparison of chosen strategies is made in terms of revenue – risk and according to attitude of the investor, and then following recommendation.