Essays about: "Anton Weigardh"

Found 2 essays containing the words Anton Weigardh.

  1. 1. The SABR Model : Calibrated for Swaption's Volatility Smile

    University essay from Akademin för utbildning, kultur och kommunikation

    Author : Nguyen Tran; Anton Weigardh; [2014]
    Keywords : SABR; Volatility smile; Swaption; Stochastic volatility; Black-Scholes model;

    Abstract : Problem: The standard Black-Scholes framework cannot incorporate the volatility smiles usually observed in the markets. Instead, one must consider alternative stochastic volatility models such as the SABR. Little research about the suitability of the SABR model for Swedish market (swaption) data has been found. READ MORE

  3. 2. Repurchases on the Swedish Stock Market : - A good long-term investment?

    University essay from Akademin för ekonomi, samhälle och teknik

    Author : Nguyen Tran; Anton Weigardh; [2013]
    Keywords : repurchase; abnormal returns; efficient market; dividends;

    Abstract : The purpose of this paper is to investigate the long-term share price effects for Swedish companies that employed repurchases programs during 2000 - 2012. This paper applies a trading strategy where the investor invests in stocks of compa-nies that engage in repurchase of their own equity. READ MORE