[键入公司名称] | Report | Dynamic Hedging and Implied Volatility | | sony | | | Part I Dynamic Hedging 1. Basic Information Company | 3M Co. (MMM) | Two different options to mimic | 1) X=87.5 call option‚ expiring at Nov 16‚ 2012. 2) X=90 call option‚ expiring at Nov 16‚ 2012. | 2. Calculate the annualized standard deviation: σ=0.1357502 Completed calculation table (See Appendix) 3. Replicating Portfolios X=87.5 call option Completed calculation table
Premium Option
1.0 : Introduction Honda Motor Company‚ Ltd. Founder : Soichiro Honda Year : 1959 1.1 : Company Background Honda Motor Co.‚ Ltd. operates under the basic principles of "Respect for the Individual" and "The Three Joys" commonly expressed as The Joy of Buying‚ The Joy of Selling and The Joy of Creating. "Respect for the Individual" reflects our desire to respect the unique character and ability of each individual person‚ trusting each other as equal partners
Premium Marketing Management Customer
History of Honda motors: Honda Motor Co Ltd is one of the prime car manufacturers. Honda motors produce a wide variety of product like sports cars‚ generators‚ small engines‚ hi tech powerful engines‚ pumps‚ motor bikes‚ scooters‚ and general purpose cars. Honda Motor was established in 1949. Honda Motors built on dreams. The company has the capital of ¥ 110 billion and it has the global network of more than 440 subsidiaries. Honda Motor Co Ltd is primarily concerned with manufacturing of
Premium Marketing
CONTENTS:1)INTRODUCTION2)IMPORTANCE OF SUPPLY CHAIN MANAGEMENT3)PRINCIPAL ACTIVITIES OF SUPPLY CHAIN MANAGEMENT4)PRODUCT AND ITS KEY CHARACTERISTICS5)AWARDS6)CHANGES OVER LAST 35 YEARS7)DEMAND FORCES8)CHANGES IN MARKET9)PROBLEMS10)SOLUTIONS11)WORLDWIDE DISTRIBUTION12)THE PROGRESS13)CONCLUSION14)REFERANCESPhysical distribution is simply another way of saying"The whole process of business"P.ducker‚ MacMillan‚ 1969"physical Distribution: the frontier of modern management"pg-4. The supply chain encompasses
Premium Logistics Honda Civic Supply chain management
A “Hedge” of the Pack: A Review of Southwest Airlines Innovative Fuel Strategy While many airlines suffer from rising fuel costs‚ Southwest Airlines continues to emerge victorious in the aeronautical landscape. Other carriers now forced to increase prices to compensate for fuel costs‚ are now subject to the new mindsets of consumers who are opting for longer bus and car rides‚ or simply not traveling at all. The woes of the airlines industry have many posing the question if airline travel
Premium Southwest Airlines Airline Low-cost carrier
Culture 2.5.3 Politics‚ Rules and Regulations 2.5.4 Technology 3.1 Mission Statement 3.2 Marketing Objectives 3.3 Financial objectives 3.4 Positioning strategy 3.5 Marketing Mix Strategies 3.5.1 Product Strategy 3.5.2 Price Strategy 3.5.3 Promotion Strategy 3.5.4 Place strategy 4.0 References 1.2 Letter of Recommendation Honda Motor Co.‚ Ltd.‚ Mr. Takanobu Ito -1‚ 2-Chome Minami-Aoyama Tokyo‚ 107-8556 Japan Dear Mr. Takanobu Ito‚ I appreciate the opportunity to analyze your
Premium Honda Hybrid electric vehicle Hybrid vehicle
1.0 Introduction Honda is the second-largest automaker in Japan‚ after Toyota‚ and the world’s biggest motorcycle manufacturer. (Vault – Honda Motor Company Limited) Honda has four separate business units as listed in Table 1.0. | SBU | Revenue (Yen Millions) | COGS and operating expenses (Yen Millions) | Operating Margin | 1 | Automotive Products | 5‚822‚742 | 5‚899‚948 | -1.3% | 2 | Motor Cycles | 1‚348‚828 | 1‚206‚226 | 10.6% | 3 | Power Products | 289‚374 | 293‚772
Premium Automotive industry Japan Honda
Fuel Hedging in the Airline Industry: The Case of Southwest Airlines By Dave Carter a‚ Dan Rogers b‚ and Betty Simkins c a College of Business Administration‚ Oklahoma State University‚ Stillwater‚ OK 74078-4011‚ Phone: (405) 744-5104‚ Email: dcarter@okstate.edu b School of Business Administration‚ Portland State University‚ Portland‚ OR 97207-0751‚ Phone: (503) 725-3790‚ Email: danr@sba.pdx.edu c CONTACT AUTHOR: College of Business Administration‚ Oklahoma State University‚ Stillwater
Premium Futures contract Petroleum Hedge
Built upon innovation and dreams‚ Honda Motor Company Ltd. being a Japan public multinational corporation is well known as a manufacturer of cars and motorcycles. Honda was established on 24 September 1948 and the respected founder is Soichiro Honda‚ borned in 1906 in Hamamatsu‚ Shizuoka Prefecture of Japan. Mr Soichiro’s father owned a blacksmith ’s shop and earned living repairing bicycles as an avocation. In his youth days‚ Soichiro Honda was apprenticed to a car repair shop in Tokyo. In 1923
Premium Honda Toyota Hybrid electric vehicle
foreign currencies as Euros (EUR) and British Pounds (GBP). Consequently‚ foreign exchange hedging has a crucial importance for the company because it provides protection against different types of risk that derive from its activity. In order to reduce risk‚ the company is using two hedging derivatives: forward contracts and put options to sell dollars. The aim of the paper is to determine an appropriate hedging policy which answers two main questions: how much to hedge‚ and in what proportions of
Premium Futures contract Forward contract Foreign exchange market