Essays about: "Monte Carlo economics"

Showing result 1 - 5 of 31 essays containing the words Monte Carlo economics.

  1. 1. Optimization of option pricing : - Variance reduction and low-discrepancy techniques

    University essay from Umeå universitet/Företagsekonomi

    Author : Julia Larsson; [2020]
    Keywords : ;

    Abstract : In recent years, the importance and the interest in financial instrument especially derivatives have increased. The Nobel Prize in Economics 1997 was dedicated to Black & Scholes for their work with finding a new method that estimates option prices for Plain Vanilla Options. READ MORE

  3. 2. Cost benefit analysis of wind and hydro power CDM projects in China

    University essay from SLU/Dept. of Economics

    Author : Chunyan Shao; [2020]
    Keywords : CDM projects; cost-benefit analysis; net social benefit;

    Abstract : Renewable Energy (RE) is a solution to solve the Chinese energy problem of increasing demand for energy with high pollution resulting from fossil-fuel energy. The Clean Development Mechanism (CDM) allows China to implement an emission-reduction project, such as wind and hydro power projects, which account for a large share in all renewable energy projects. READ MORE

  4. 3. Applying Technical Trading Rules to Evaluate Weak-form Efficiency on the Swedish Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Nordin; [2020]
    Keywords : Efficient market hypothesis; weak-form efficiency; Swedish stock market; technical analysis; Monte Carlo simulation; Business and Economics;

    Abstract : Under the theory of weak-form market efficiency, present day stock prices reflect all historical data. As a result, the use of technical analysis should not be able to outperform a buy-and-hold strategy of a general market index. READ MORE

  5. 4. Portfolio Optimization Using the Atkinson Index

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nils Billgert; [2019]
    Keywords : atkinson index; performance measure; portfolio optimization; Business and Economics;

    Abstract : Traditional mean-variance optimization of portfolios has received much criticism due to its inability to account for higher order moments and non-quadratic utility. In this thesis, the topic of portfolio optimization is studied using the Atkinson index with CRRA utility. READ MORE

  6. 5. Catch the dream of financial independence - A study about how you can impact your retirement saving and reach your future financial goal

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emilia Hemmesåker; Victor Nelfelt; [2018]
    Keywords : Keywords: retirement savings; financial independence; financial literacy; safe withdrawal rate; Business and Economics;

    Abstract : This paper takes off in the rapidly growing fields of financial independence and financial literacy. We develop a model focusing on reaching financial independence during retirement and mitigate financial decision making for financially illiterate. READ MORE