Essays about: "Hedging"

Showing result 1 - 5 of 119 essays containing the word Hedging.

  1. 1. Hedging European options under a jump-diffusion model with transaction costs

    University essay from Göteborgs universitet/Graduate School

    Author : Simon Evaldsson; Gustav Hallqvist; [2014-07-23]
    Keywords : ;

    Abstract : This thesis investigates the performance of hedging strategies when the underlying asset is governed by Merton (1976)’s jump-diffusion model. We hedge a written European call option and analyse the performance through simulation of stock prices. READ MORE

  2. 2. Hedging of Volatility

    University essay from Uppsala universitet/Analys och sannolikhetsteori

    Author : Ty Lewis; [2014]
    Keywords : ;

    Abstract : .... READ MORE

  3. 3. Index-Linked Mortgages in Sweden : A Study of an Alternative Mortgage Structure

    University essay from KTH/Entreprenörskap och Innovation; KTH/Entreprenörskap och Innovation

    Author : SABRINA CARTER; JOHANNA LARSSON; [2014]
    Keywords : Housing market; mortgages; mortgage interest rate; real estate index; real estate risk; index-linked mortgage; loan; Housing market; mortgages; mortgage interest rate; real estate index; real estate risk;

    Abstract : Households generally have little or no possibility to unload their real estate risk, which constitutes a large part of  their total portfolio risk. The aim of this study is to analyze a way for households to unload this risk through a socalled index-linked mortgage financed by a fund. READ MORE

  4. 4. The Relationship Between House Prices and the Stock Market

    University essay from Högskolan i Jönköping/IHH, Economics, Finance and Statistics

    Author : Erik Andersson; [2014]
    Keywords : ;

    Abstract : Stocks and houses are the two major assets on the balance sheet of American households. Changes in the two markets have a large influence on wealth and the general economy. This thesis investigates the relationship between the stock market and the house market in the U.S from 1987 to 2013. READ MORE

  5. 5. Gender differences in answering questions in a News Interview : a study of male and female answers in The Andrew Marr Show

    University essay from Högskolan i Halmstad/Sektionen för humaniora (HUM)

    Author : Linnea Rask; [2014]
    Keywords : conversation analysis; language use; gender differences; news interview; hedging;

    Abstract : This study aims to examine possible differences in the way male and female politicians answer questions in a news interview, with focus on hedging expressions, answer resistance strategies and negative mentions of other politicians and political parties.The study is based on analysis of 13 interviews with British politicians made for the BBC One programme The Andrew Marr show in 2013 and 2014. READ MORE