Examinando por Materia "Divisas"

Mostrando 1 - 4 de 4
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    Publicación
    Currency Prediction : Stochastic hybrid diferencial equations with LSTM
    (Universidad EAFIT, 2024) Arbeláez Betancur, Hoover Arley; Marín Sánchez, Fredy Hernán
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    Ítem
    Estructuración de un portafolio óptimo de inversión en divisas latinoamericanas aplicando el modelo de Markowitz
    (Universidad Eafit, 2020) Hurtado Sánchez, Nathalia Vanessa; Hoyos Burbano, Maria del Mar; Cardona Llano, Juan Felipe
    The purpose of the research is to structure an optimal investment portfolio in Latin American currencies in the short term (one year), based on the Harry Markowitz theory, which allows the creation of an efficient portfolio through historical information on the asset. By applying this model and compared to the DXY index (strong currencies) in the last seven years, an optimal portfolio was obtained, as a profitable investment alternative for potential investors, under the assumption that they have each of the currencies that make up the portfolio to invest in dollars. The portfolio is made up of a basket of currencies from emerging Latin American countries such as the Peruvian Sol, Brazilian Real, the Colombian Peso, the Chilean Peso, and the Mexican Peso, five of the strongest currencies in Latin America
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    Ítem
    Impacto en el estado de resultados de una compañía importadora del sector metalmecánico en Colombia ante el uso de diferentes estrategias de cobertura cambiaria
    (Universidad EAFIT, 2023) Botero Gaviria, Andrea; Ossa Salazar, David; Cardona Llano, Juan Felipe
    This study presents a retrospective analysis of the use of different financial derivative products and structures to mitigate exchange rate risk, with the objective of quantifying their impact on the financial results of an importing company in the metal-mechanic sector in Colombia. To this end, real and real and historical data of the exchange rate (USD/COP) are taken for the period between 2019 and 2022. At the same time, the purpose of the research is to expose how to obtain a better performance in the financial results from different financial alternatives, which results in the to improvement of the decision-making of the exchange risk management in a globalized market where there are not only many changes, but also high volatility in the exchange rate. In this order of ideas, the strategies that could have had a better performance are described, their value in the financial management of the company under study is demonstrated, and the conclusions and recommendations for those interested in managing this type of exchange rate risk are presented.
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    Uso y aplicación de derivados financieros en empresas colombianas : forwards y swaps
    (Universidad EAFIT, 2020) Fontalvo Jaramillo, Katherine Paola; Rodríguez Velázquez, Pedro Giovanny; Mora Cuartas, Andrés Mauricio
    Colombia presents a considerable volatility of the representative market rate; this generates uncertainty in importers and exporters that carry out transactions in foreign currency, which forces them to adopt measures to mitigate risk and hedge their assets and liabilities in foreign currency. One of these measures is financial derivatives, among them we find: Forwards, Options, Currency swaps and interest rates.