Essays about: "Frej Håkansson"

Found 2 essays containing the words Frej Håkansson.

1. 1. Anticipated Events’ Impact on FX Options’ Implied Volatility

   University essay from Lunds universitet/Matematisk statistik

   Author : Frej Håkansson; Björn Nilsson; [2018]
   Keywords : Volatility frown; implied volatility; jump model; anticipated event; SABR; FX Options; Mathematics and Statistics;

   Abstract : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. READ MORE

3. 2. Platform for Development of Component Based Graphical User Interfaces

   University essay from Institutionen för informationsteknologi

   Author : Frej Håkansson; [2010]
   Keywords : ;

   Abstract : Industry machines and vehicles are becoming more and more advanced, leading to increased complexity of the systems for controlling these machines. As a step to increase operator support and awareness to increase uptime and efficiency of these machines it is common that these systems make use of a display unit to present information and to enable the operator to interact with the control system. READ MORE