- •Content
- •Introduction
- •1 Theoretical foundations of hedging as a way of financial risk management
- •1.1 The essence and the concept of the hedging
- •1.2 Types of hedging
- •1.3 Hedging techniques
- •2 The analysis of methods of financial risk management in the jsc “Forte Bank”
- •2.1 A general characteristic of the company
- •2.2 Analysis of the main indicators of financial - economic activity
- •Initial data for factor analysis of the growth rate of equity capital jsc ForteBank for 2014-2016
- •2.3 Analysis of the major risks and their management
- •3 Development program improvement of financial risk management in the jsc “Forte Bank”
- •3.1 The total financial risk of the jsc "Forte Bank" on the basis of operational and financial leverage
- •3.2 The method of identifying potential areas of financial risk of the enterprise jsc "Forte Bank"
- •3.3 The main directions of improvement of the company financial management
- •4 Financial and mathematical modeling of hedging as a way of financial risk management
- •4.1 Theoretical foundations of financial and mathematical modeling
- •4.2 Analysis of hedging strategies using the Black-Scholes framework
- •Conclusions
- •References
References
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2 De Kovni Ch., Takki K. Strategies of hedging – M.: INFRA-M, 1996
3 Wilmott, Paul, Sam Howison, and Jeff Dewynne. The Mathematics of Financial Derivatives: A Student Introduction. Cambridge, UK: Cambridge University Press, 1995.
4 https://forte.bank/about/
5 https://forte.bank/about/?reporting=Y
6 https://forte.bank/about/?documents=Y
7 http://www.kase.kz/ru/emitters/show/ASBN
8 Penman Stephen. A synthesis of equity valuation techniques and the terminal value calculation for the dividend discount model, Review of Accounting Studies. — 1997.
9 Grant James L. Foundations of Economic Value Added. — 2nd ed. Hoboken, New Jersey: John Wiley & Sons, Inc., 2003.
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