The effectiveness of using Delta Hedging strategies toward Malaysian Foreign Exchange market / Siti Nazrinah Aspar
This study explores the effectiveness of delta hedging strategies toward Malaysian Foreign Exchange Market. Malaysian Foreign Exchange Markets actually were traded one of the options strategy which is the hedging strategies but there were no test had been conducting this delta hedging strategies tow...
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| Format: | Student Project |
| Language: | en |
| Published: |
2017
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/112497/1/112497.pdf https://ir.uitm.edu.my/id/eprint/112497/ |
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| _version_ | 1833324629880471552 |
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| author | Aspar, Siti Nazrinah |
| author_facet | Aspar, Siti Nazrinah |
| author_sort | Aspar, Siti Nazrinah |
| building | Tun Abdul Razak Library |
| collection | Institutional Repository |
| content_provider | Universiti Teknologi Mara |
| content_source | UiTM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | This study explores the effectiveness of delta hedging strategies toward Malaysian Foreign Exchange Market. Malaysian Foreign Exchange Markets actually were traded one of the options strategy which is the hedging strategies but there were no test had been conducting this delta hedging strategies toward the risk and return foreign exchange market in Malaysian country. The dummies method were developed which is Sharpe Ratio replaced the adjusted measurement, Treynor Ratio replaced volatility variance and Jensen Alpha replaced the level of volatility. By using the CAPM method to predicting the risk and return in Foreign Exchange Markets. There were three groups of asset classes which are equity group, fixed income group and balanced group. The methodology of this research paper will analysis one of the group of asset classes has the lowest risk and return toward the foreign exchange market itself. |
| format | Student Project |
| id | my.uitm.ir-112497 |
| institution | Universiti Teknologi Mara |
| language | en |
| publishDate | 2017 |
| record_format | eprints |
| spelling | my.uitm.ir-1124972025-03-24T05:30:36Z https://ir.uitm.edu.my/id/eprint/112497/ The effectiveness of using Delta Hedging strategies toward Malaysian Foreign Exchange market / Siti Nazrinah Aspar Aspar, Siti Nazrinah Stock exchanges. Insider trading in securities This study explores the effectiveness of delta hedging strategies toward Malaysian Foreign Exchange Market. Malaysian Foreign Exchange Markets actually were traded one of the options strategy which is the hedging strategies but there were no test had been conducting this delta hedging strategies toward the risk and return foreign exchange market in Malaysian country. The dummies method were developed which is Sharpe Ratio replaced the adjusted measurement, Treynor Ratio replaced volatility variance and Jensen Alpha replaced the level of volatility. By using the CAPM method to predicting the risk and return in Foreign Exchange Markets. There were three groups of asset classes which are equity group, fixed income group and balanced group. The methodology of this research paper will analysis one of the group of asset classes has the lowest risk and return toward the foreign exchange market itself. 2017 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/112497/1/112497.pdf The effectiveness of using Delta Hedging strategies toward Malaysian Foreign Exchange market / Siti Nazrinah Aspar. (2017) [Student Project] (Submitted) |
| spellingShingle | Stock exchanges. Insider trading in securities Aspar, Siti Nazrinah The effectiveness of using Delta Hedging strategies toward Malaysian Foreign Exchange market / Siti Nazrinah Aspar |
| title | The effectiveness of using Delta Hedging strategies toward Malaysian Foreign Exchange market / Siti Nazrinah Aspar |
| title_full | The effectiveness of using Delta Hedging strategies toward Malaysian Foreign Exchange market / Siti Nazrinah Aspar |
| title_fullStr | The effectiveness of using Delta Hedging strategies toward Malaysian Foreign Exchange market / Siti Nazrinah Aspar |
| title_full_unstemmed | The effectiveness of using Delta Hedging strategies toward Malaysian Foreign Exchange market / Siti Nazrinah Aspar |
| title_short | The effectiveness of using Delta Hedging strategies toward Malaysian Foreign Exchange market / Siti Nazrinah Aspar |
| title_sort | effectiveness of using delta hedging strategies toward malaysian foreign exchange market / siti nazrinah aspar |
| topic | Stock exchanges. Insider trading in securities |
| url | https://ir.uitm.edu.my/id/eprint/112497/1/112497.pdf https://ir.uitm.edu.my/id/eprint/112497/ |
| url_provider | http://ir.uitm.edu.my/ |