Essays about: "Hedging"

Showing result 1 - 5 of 123 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. Forecasting commodities : - A study of methods, interests and preception

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : Frans Andersen; David Fagersand; [2014]
    Keywords : Forecasting; method; interest; perception; accuracy; commodities; decision-making; decision making; knowledge creation; risk management; hedging; strategic purchasing; budgeting;

    Abstract : This study aims to investigate reasons for variation in accuracy between different forecast methods by studying the choice of methods, learning processes, biases and opinions within the firms using them; enabling us to provide recommendations of how to improve accuracy within each forecast method. Eleven Swedish and international companies that are regularly forecasting commodity price-levels have been interviewed. READ MORE

  4. 4. 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

  5. 5. 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