Essays about: "financial hedging"

Showing result 11 - 15 of 111 essays containing the words financial hedging.

  1. 11. The search for safe haven assets in the time of a global pandemic

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Katja Rasic; [2022]
    Keywords : Volatility spillover; diagonal BEKK-GARCH; global pandemic; safe haven; Business and Economics;

    Abstract : The global pandemic has initially negatively influenced the financial markets all over the world. As a consequence, the volatility in the stock markets increased and investors have experienced great monetary losses. READ MORE

  3. 12. Pricing and Hedging of Financial Instruments using Forward–Backward Stochastic Differential Equations : Call Spread Options with Different Interest Rates for Borrowing and Lending

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Abigail Hailu Berta; [2022]
    Keywords : Backward stochastic differential equations BSDEs ; Markovian BSDEs; Least square Monte Carlo method; Deep BSDE method; Nonlinear option pricing and hedging problems; Pricing and hedging in high dimensions.;

    Abstract : In this project, we are aiming to solve option pricing and hedging problems numerically via Backward Stochastic Differential Equations (BSDEs). We use Markovian BSDEs to formulate nonlinear pricing and hedging problems of both European and American option types. READ MORE

  4. 13. Swaptions from a Clearinghouse perspective : Hedging swaptions, an option on interest rate swaps, using compression

    University essay from Umeå universitet/Institutionen för fysik

    Author : Joel Forsberg; [2022]
    Keywords : Swaptions; Clearinghouse; Compression; Interest rate swap;

    Abstract : With the increasing popularity of interest rate swaps the need to understandswaptions, an option of an interest rate swap, is of great importance. A swap-tion can be used in both speculative purposes and to hedge against changesin interest rates. The most important thing to understand is the pricing for-mula. READ MORE

  5. 14. The Influence of the COVID-19 Pandemic on the Swedish Financial Market

    University essay from KTH/Matematisk statistik

    Author : Wilma Berndtsson Svirins; Hanna Ledin; [2022]
    Keywords : COVID-19; applied mathematics; industrial engineering and management; regression analysis; financial market; OMXS30; COVID-19; tillämpad matematik; industriell ekonomi; regressionsanalys; finansmarknaden; OMXS30;

    Abstract : The initial coronavirus disease caught the world by surprise at the end of 2019, as it was soon declared a pandemic. It led to an unexpected global crisis and profound disruption in societies and Sweden was no exception. READ MORE

  6. 15. Cryptocurrency Investments:The Good, The Bad, and The Ugly? : An empirical Study on the factors affecting private financial investment decisions in cryptocurrency.

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Charlie Magnusson; Tom Stenberg; [2022]
    Keywords : Cryptocurrency; Investment; Blockchain; Finance; Challenges;

    Abstract : Cryptocurrencies are becoming increasingly popular in the business and financial world. With arguments for and against, people praising it and people demanding a ban, the highest financial returns and the worst economic falls, it is widely discussed and splits the world. READ MORE