Essays about: "spread options"

Showing result 21 - 25 of 46 essays containing the words spread options.

  1. 21. Portfolio Protection Strategies: A study on the protective put and its extensions

    University essay from KTH/Matematisk statistik

    Author : Gustav Alpsten; Sercan Samanci; [2018]
    Keywords : ;

    Abstract : The need among investors to manage volatility has made itself painfully clear over the past century, particularly during sudden crashes and prolonged drawdowns in the global equity markets. This has given rise to a liquid portfolio insurance market in the form of options, as well as attracted the attention of many researchers. READ MORE

  3. 22. Barns möjlighet till medverkan i BKA-processen : exemplifierat genom Sylteskolan i Trollhättan

    University essay from SLU/Dept. of Landscape Architecture, Planning and Management (from 130101)

    Author : Linn Arnås; Klara Elg; [2016]
    Keywords : barnkonsekvensanalys; BKA; barnkonventionen; barns rättigheter; barns perspektiv; barns medverkan; enkätundersökning; gåtur;

    Abstract : Under de två senaste decennierna har barn och unga börjat ses mindre och mindre som enbart blivande vuxna utan allt större värde har också satts på barndomens egenvärde. Barnen ses mer och mer som kompetenta och självständiga individer som besitter en expertkunskap om den egna utemiljön. READ MORE

  4. 23. Control Variates for Monte Carlo-Pricing of Three-Asset Spread Options with Application in the Energy Markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oscar Dahlblom; [2016]
    Keywords : energy markets; quantitative finance; Monte carlo simulation; control variates; option pricing; spread options; three assets; Business and Economics;

    Abstract : The purpose of this paper is to compare a collection of control variates for Monte Carlo-valuation of spread options on three assets with a view towards energy markets and to lay a foundation for continued research on control variates, e.g. combinations of control variates and adaption for quasi-Monte Carlo. READ MORE

  5. 24. Möjliga miljörisker med en utökad svensk fiskodling med avseende på patogener, läkemedel och kemikalier

    University essay from SLU/Dept. of Biomedical Sciences and Veterinary Public Health

    Author : David Ericsson; [2016]
    Keywords : fiskodling; patogener; miljörisker; vattenbruk; pisciculture; pathogens; environmental risks; aquaculture;

    Abstract : Vattenbruk, eller odling av fisk och andra vattendjur förekommer i Sverige idag men inte i lika stor utsträckning som i många andra länder. I Sverige odlas ett flertal arter och framförallt regnbåge, lite förenklat, dels som sättfisk för utsättning i vilda vatten och som matfisk för direkt human konsumtion. READ MORE

  6. 25. Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool

    University essay from KTH/Matematisk statistik

    Author : Ella Zackrisson; [2015]
    Keywords : Hedging strategies; Asian Options; Electricity;

    Abstract : This thesis empirically evaluates a geometric Brownian motion and a stochastic volatility model for modeling futures prices and hedging Asian call options on the electricity spot price. Estimation of parameters for the models is done based on historical futures prices of futures contracts with a one month delivery period using nonlinear regression and Maximum Likelihood techniques. READ MORE