Essays about: "Convexity"

Showing result 1 - 5 of 24 essays containing the word Convexity.

  1. 1. The Hedging Premium

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Jakob Mathiasson; Philip Hausenkamph; [2022]
    Keywords : Risk Management; Hedging; Firm Value; Insider Ownership; Foreign Ownership; Business and Economics;

    Abstract : Seminar Date: 2022-06-01 Course: BUSN79, Degree Project in Accounting and Finance Authors: Jakob Mathiasson & Philip Hausenkamph Examiner: Reda Moursli Key Words: Risk Management, Hedging, Firm Value, Insider Ownership, Foreign Ownership Purpose: The purpose of this paper is to investigate the impact of hedging derivatives on firm valuation in present time, as well as the partial effect of different corporate ownership structures affecting the relationship between hedging and firm value. Methodology: The econometrical approach is based on a random effects model, however also complimented by a fixed effects model. READ MORE

  3. 2. Parameter estimation in a cardiovascular computational model using numerical optimization : Patient simulation, searching for a digital twin

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Giulia Tuccio; [2022]
    Keywords : Parameter estimation; Enhanced Scatter Search; Particle Swarm; Hooke and Jeeves; Cardiovascular Models; Parameteruppskattning; förbättrad spridningssökning; Particle Swarm; Hooke och Jeeves; kardiovaskulära modeller;

    Abstract : Developing models of the cardiovascular system that simulates the dynamic behavior of a virtual patient’s condition is fundamental in the medical domain for predictive outcome and hypothesis generation. These models are usually described through Ordinary Differential Equation (ODE). READ MORE

  4. 3. Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function

    University essay from Lunds universitet/Matematisk statistik

    Author : Olle Ottander; Fredrik Lindstedt; [2022]
    Keywords : Option; American Option; Monte-Carlo; Least-Square; Black-Scholes; Merton; Finite Moment Log Stable; FMLS; Heston; Expected Continuation Value; Mathematics and Statistics;

    Abstract : The problem of pricing American stock options is far more complex than pricing European options due to the possibility of early execution. This feature means that the decision to either hold on to the option or exercising it early must be continually evaluated, leading to closed form solutions such as the Black-Scholes Formula to not be applicable on American options written on dividend paying assets. READ MORE

  5. 4. Is high inflation always bad?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hampus Nylén; Amanda Nilsson; [2021]
    Keywords : Keywords: Inflation; growth; institutional quality; two-step system GMM; convex; Business and Economics;

    Abstract : Inflation targets are set by central banks worldwide to achieve stable and sustainable growth and the possibility of institutional quality affecting the inflationary effect on growth makes it essential to study the inflation-institution-growth relationship. This paper considers whether or not the relationship between inflation and growth is nonlinear in the shape of convexity and if it differs for different levels of institutional quality. READ MORE

  6. 5. Index replication within Corporate Investment Grade - With implementation of Lasso regression in order to analyze the impact of key figures

    University essay from KTH/Matematik (Avd.)

    Author : Shaida Faiqi; [2021]
    Keywords : Lasso Regression; Linear Programming; Index Tracking; Lasso regression; linjär programmering; index replikering;

    Abstract : The fixed income market is not as exploited as other markets and has a more complex structure compared with the equity market. On the other hand, it has been seen that demand for research for the fixed income market has increased, which in turn has created greater interest in studying the characteristics of holdings in the market. READ MORE