Course Unit 3: Hedging of Hedgeable Risks and Modelling of Non-hedgeable Risks

Dietmar Ernst and Joachim Häcker
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Dietmar Ernst: Nürtingen-Geislingen University of Applied Science (HfWU)
Joachim Häcker: Munich University of Applied Sciences

A chapter in Corporate Risk Management, 2024, pp 153-206 from Springer

Abstract: Abstract Money Market Futures. You will be able to identify hedgeable and non-hedgeable risks in the company. You will be familiar with various instruments for hedging financial risks. You will be able to hedge interest rate risks with futures/forwards, swaps and options. You will be able to incorporate non-hedgeable risks into a company’s business plan. You will understand the differences between planned values and expected values. You will aggregate individual risks in the business plan using Monte Carlo simulation. You will calculate different risk ratios based on the Monte Carlo simulation.

Date: 2024
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DOI: 10.1007/978-3-031-53126-2_7

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