Essays about: "500"

Showing result 1 - 5 of 853 essays containing the word 500.

  1. 1. Deep Learning and the Heston Model:Calibration & Hedging

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Keywords : deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Abstract : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. READ MORE

  2. 2. A directive to change the wor(l)d of sustainability reporting - An initial examination of non-financial disclosure by Swedish companies in light of the Directive 2014/95/EU

    University essay from Göteborgs universitet/Graduate School

    Author : Matilda Dahlenborg; Ellen Rohlén; [2020-07-01]
    Keywords : Directive 2014 95 EU; non-financial information; regulatory effect; comparability; mandatory disclosure; flexibility;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  3. 3. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oliver Klingberg Malmer; Gustav Pettersson; [2020-07-01]
    Keywords : Asset pricing; Factor models; Machine learning; PCA; LASSO; Variable selection; Dimension reduction; Fama French Three Factor model; Fama French Five Factor model;

    Abstract : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. READ MORE

  4. 4. Feeling the Heat of Climate Change - How Sensitive Could It Be? 

    University essay from

    Author : Gustav Kollberg; John Skantze; [2020-06-29]
    Keywords : Climate Sensitivity; Predictability of Stock Returns; Temperature Anomaly; Fama French Three-Factor Model; Carhart Four-Factor Model;

    Abstract : This thesis examines if climate sensitivity predicts stock returns and how well this measurement performs. The sample consists of the S&P 500 and the monthly stock return for the period between 1979 to 2019. The method is first to estimate the climate sensitivity for stock returns from temperature anomaly. READ MORE

  5. 5. Är det möjligt att uppnå kraven för FEBY Guld oavsett en byggnads placering i Sverige? : Is it possible to meet the requirements for FEBY Gold regardless of location in Sweden?

    University essay from Örebro universitet/Institutionen för naturvetenskap och teknik; Örebro universitet/Institutionen för naturvetenskap och teknik

    Author : Josefin Andersson; Ebba Lindmark; [2020]
    Keywords : FEBY; heat transfer coefficient; insulation; heat loss figure; certification.; FEBY; värmegenomgångskoefficient; isolering; värmeförlusttal; certifiering.;

    Abstract : I dag sätts flera åtgärder in för att bromsa klimatförändringarna, både inom Sverige och på internationell nivå. ‘Forum för energieffektivt byggande’, FEBY, är en organisation som arbetar med att driva utvecklingen av lågenergibyggnader framåt. READ MORE