Essays about: "Andreas Blanck"

Found 2 essays containing the words Andreas Blanck.

  1. 1. American Option Price Approximation for Real-Time Clearing

    University essay from Umeå universitet/Institutionen för fysik

    Author : Andreas Blanck; [2018]
    Keywords : Finance; Options; Risk; VaR; Price approximation;

    Abstract : American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. READ MORE

  3. 2. On the Performance of Mean-Risk Portfolio Optimization Strategies

    University essay from Umeå universitet/Nationalekonomi

    Author : Andreas Blanck; [2018]
    Keywords : ;

    Abstract : Finding a portfolio strategy that entails optimal performance and risk diversification may be a complicated task for investors. In this thesis, we explore and evaluate the performances of several non-trivial portfolio optimization strategies, based on various measures of risk, to identify the optimal choice. READ MORE