Essays about: "pricing models"
Showing result 21 - 25 of 388 essays containing the words pricing models.
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21. Risk Assessment of Digital Assets – Insurance Applications in Cryptocurrencies and NFTs
University essay from Lunds universitet/Institutionen för elektro- och informationsteknikAbstract : The aim of the project is to develop a framework for an insurance policy for digital assets. The project comprised several stages, starting with the identification of risks associated with these assets. Policyholders were then categorized into two groups based on a predefined rating factor. READ MORE
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22. Asset Pricing in Different Periods of Stock Market Volatility : The Varied Effectiveness of Carhart's Four-Factor Model in the Swedish Market
University essay from Umeå universitet/FöretagsekonomiAbstract : Investing in the Swedish stock market has over time proven to be an effective way to increase wealth. Nationally speaking, Sweden’s population is also one of the best in the world at investing their savings. Four out of five swedes invest at least some part of their private savings into mutual funds which approximately amounts to 8. READ MORE
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23. Credit Exposure Modelling Using Differential Machine Learning
University essay from Lunds universitet/Matematisk statistikAbstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE
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24. Option pricing with Quadratic Rough Heston Model
University essay from Uppsala universitet/Sannolikhetsteori och kombinatorikAbstract : In this thesis, we study the quadratic rough Heston model and the corresponding simulation methods. We calibrate the model using real-world market data. We compare and implement the three commonly used schemes (Hybrid, Multifactor, and Multifactor hybrid). We calibrate the model using real-world market SPX data. READ MORE
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25. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios
University essay from Umeå universitet/FöretagsekonomiAbstract : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. READ MORE