Essays about: "Sebastian Berggren"

Found 2 essays containing the words Sebastian Berggren.

1. 1. Pricing of CO2 Emission Allowance Derivatives

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oscar Göransson; Sebastian Berggren; [2016]
   Keywords : CO2; EUA; GARCH; JUMP-DIFFUSION;

   Abstract : The aim of this paper is to analyse the pricing of carbon emission allowance futures and futures options to see how they can help us understand the intuition behind spot prices of the underlying emission allowance. We use data from the third time period within the European Union Emissions Trading Scheme. READ MORE

3. 2. Are Forward Contracts on Swedish Stocks Correctly Priced on NASDAQ OMX Nordic?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Bill Sawarell; Sebastian Berggren; [2012]
   Keywords : Forward contracts; NASDAQ OMX Nordic; Mispricing; Liquidity;

   Abstract : This paper examines if forward contracts on Swedish stocks are correctly priced on NASDAQ OMX Nordic. We compute what prices are predicted to be according to financial theory and compare these to actual prices observed in the marketplace. READ MORE