delo diplomskega projekta
Tanja Vedenik (Author), Sabina Taškar Beloglavec (Mentor)

Abstract

Izvedeni finančni instrumenti so se razvili, da bi zmanjšali večja tečajna tveganja, spremembe in nihanja obrestnih mer ter večje spremembe na trgu delnic in obveznic. Gre za instrumente, katerih cena je odvisna ali izvedena iz vrednosti osnovnega instrumenta, na katerega je napisana. Osnova je lahko cena tuje valute, vrednostnega papirja, blaga, višina obrestne mere ali tržnega indeksa. Izvedene finančne instrumente razdeljujemo na nestandardizirane valutne terminske pogodbe, standardizirane valutne terminske pogodbe, valutne opcije in valutne zamene. V diplomskem seminarju opredeljujemo le valutno opcijo in valutno zameno. Valutna opcija pri Abanki omogoča pravico nakupa ali prodaje ene tuje valute proti drugi tuji valuti, izbere se lahko opcijo, pri kateri je datum izvršitve v prihodnosti točno določen, ali opcijo, ki se jo lahko izvrši kadar koli do datuma izvršitve. Valutna zamena je zavezujoč dogovor med Abanko in podjetjem o takojšnjem nakupu (prodaji) določenega zneska in hkratni terminski prodaji (nakupu) enakega zneska.

Keywords

valuta;tveganje;valutno tveganje;izvedeni finančni instrumenti;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UM EPF - Faculty of Economics and Business
Publisher: [T. Vedenik]
UDC: 336.748.3
COBISS: 12121116 Link will open in a new window
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Downloads: 132
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Other data

Secondary language: English
Secondary title: Currency option and currency swap
Secondary abstract: Derivative financial instruments have been developed in order to reduce the risk of foreign exchange rate changes, bigger fluctuations in interest rates, and significant changes in the market shares and bonds. Derivative financial instruments are instruments, the price of which is dependent upon or derived from the value of the underlying instrument to which it is written. The base can be the price of foreign currency, security, goods, the amount of the interest rate or market index. Derivative financial instruments are divided into currency forward contracts, currency futures contracts, currency options and currency swap. In this thesis only the currency option and the currency swap are defined. Currency option at Abanka bank allows the right of purchase or sale of one foreign currency against other foreign currencies; an option can be chosen whereby the date of the execution in the future is specified, or an option which can be executed at any time by the date of enforcement. Currency swap is a binding agreement between Abanka and a company on immediate purchase (sale) of a certain amount and forward sale (purchase) of the same amount.
Secondary keywords: Derivative financial instruments;the price of foreign currency;currency options;currency swap;forward sale.;
URN: URN:SI:UM:
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages: II f., 35 str.
ID: 8900476