Essays about: "spread options"
Showing result 6 - 10 of 46 essays containing the words spread options.
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6. Life Cycle Assessment of typical projects of the distribution power network : Assessment, Improvement & Recommendations
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : The carbon footprint of the power generation is studied for more than 30 years now. In order to curb GHG emissions, politics, industrials and consumers tend to take action to reduce the carbon intensity of the electricity mix, spread electrification and enhance usage efficiency. READ MORE
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7. 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 kommunikationAbstract : 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
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8. LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS
University essay from Lunds universitet/Matematisk statistikAbstract : On the financial markets, there are a large number of financial instruments. Two of these instruments is the European and Bermudan option, where the Bermudan option can be seen as a discrete version of the American option. Meaning, if one can price the Bermudan option one can also estimate the price of an American option. READ MORE
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9. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
University essay from Lunds universitet/Matematisk statistikAbstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE
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10. ADDITIVE MANUFACTURING FOR ASSISTIVE TECHNOLOGY : Innovative Design for an Ankle Foot Orthosis
University essay from Jönköping University/JTH, IndustridesignAbstract : The following report presents a Master thesis project about a re-design of an ankle foot orthosis using additive manufacturing as the production method, conducted by a student in Spring 2020 as part of the Master’s programme Industrial Design at Jönköping University’s School of Engineering. Ankle foot orthoses are the most prescribed lower extremity orthoses worldwide and are worn in a visually obtrusive way making patients feel stigmatized for their disability. READ MORE