Essays about: "The Implied Probability Distribution"

Showing result 1 - 5 of 6 essays containing the words The Implied Probability Distribution.

  1. 1. There Is Nothing Certain But The Uncertain

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hannes Thorstensson; Carl Tjernberg; [2023]
    Keywords : Uncertainty; Vol-of-vol; Ambiguity; Asset Pricing; Business and Economics;

    Abstract : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. READ MORE

  3. 2. Pricing Complex derivatives under the Heston model

    University essay from KTH/Matematik (Avd.)

    Author : Omar Naim; [2021]
    Keywords : Stochastic volatility Model; Heston Model; Calibration; Financial derivatives; Stokastisk volatilitetsmodell; Heston modell; kalibrering; finansiella derivat;

    Abstract : The calibration of model parameters is a crucial step in the process of valuation of complex derivatives. It consists of choosing the model parameters that correspond to the implied market data especially the call and put prices. READ MORE

  4. 3. Poverty reduction and agricultural change in Peru: the role of trade

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Raisa Maria Rubio Cordova; [2020]
    Keywords : poverty; trade; Peru; trade liberalisation; informality.; Social Sciences;

    Abstract : In the last decades Peru, one of the top performing countries in Latin America, experienced a dramatic reduction in poverty. The set of structural reforms implemented by Peru during the mid-90s included trade liberalisation which implied a drastic reduction of tariffs on highly protected sectors, and particularly, in agriculture where most poor Peruvians work, and Free Trade Agreements. READ MORE

  5. 4. Parametric Value-at-Risk in Leptokurtic Distributions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Lulu Valevie; Patrik Essunger; [2016]
    Keywords : Value-at-Risk; Leptokurtic; Student s t-distribution; Currencies; Commodities;

    Abstract : Value-at-risk offers a quick estimate of the market risk exposure inherent in an asset or portfolio. A wide range of value-at-risk methods exist, which differ slightly in the estimation procedures and their assumptions. READ MORE

  6. 5. Natal kicks in Double Neutron Star Binaries

    University essay from Lunds universitet/Astronomi - Genomgår omorganisation

    Author : David Lundberg; [2011]
    Keywords : Physics and Astronomy;

    Abstract : When inspecting the currently known pulsar population one finds a velocity distribution which is in constrast to the galactic rotation curve. This has lead researchers to believe that the pulsars receive linear momentum (a kick) at the SN event which produces these. READ MORE