Essays about: "arbitrage theory"

Showing result 1 - 5 of 37 essays containing the words arbitrage theory.

1. 1. Spatial Price Equilibrium in the World Natural Gas Market

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Linava Lahoni; Mattias Malmgren; [2023-02-09]
   Keywords : ;

   Abstract : Characteristic for the world natural gas market is that the markets in different continents are not completely integrated. In some cases, this leads to exceptionally large price differences. There are two reasons for this; first the technical difficulties related to shipping natural gas, second the pricing mechanism of the natural gas market. READ MORE

3. 2. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Marwan Al-Bardaji; Alexander Wikström; [2023]
   Keywords : Payday effect; Behavioral household finance; Time preference; Payday arbitrage; Household liquidity;

   Abstract : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. READ MORE

4. 3. Car Dealership Markups

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Philip Svärd; [2022]
   Keywords : Markups; Arbitrage; Dealership; Business and Economics;

   Abstract : The scope of this analysis is to evaluate what may affect the percentage markup on new and used cars sold by dealerships across the United States. The essay will also take into account shocks to market demand and supply as relevant factors that may affect markup. READ MORE

5. 4. Option Modelling by Deep Learning

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Niclas Klausson; Victor Tisell; [2021-02-10]
   Keywords : Deep learning; deep hedging; generative adversial networks; arbitrage pricing;

   Abstract : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. READ MORE

6. 5. The Performance of Stocks Earning Extreme Single-Day Returns: Evidence from Sweden

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Dominik Schleuss; Tavish Gantz; [2021]
   Keywords : MAX Effect; Extreme returns; Cross-section of returns; Lottery-like payoffs; Behavioral Finance;

   Abstract : In 2011, Bali et al. presented evidence that stocks with extreme one and multi day-returns significantly underperform stocks with less extreme returns in the following month. They attributed this to investors exhibiting a preference for stocks with lottery-like payoffs. READ MORE