Essays about: "André Zachrisson"
Found 1 essay containing the words André Zachrisson.
University essay from KTH/Matematisk statistik; KTH/Matematisk statistik
Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE