Essays about: "Asima Saleemi"
Found 2 essays containing the words Asima Saleemi.
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1. Volatility Forecasting of an Optimal Portfolio
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : This thesis aims to construct an optimal portfolio and model as well as forecast its volatility. The performance of the optimal portfolio is then compared to two benchmarks, namely, an equally weighted portfolio and the market index SP 500. The volatility is estimated by employing two GARCH-type models known as standard GARCH, and GJR-GARCH. READ MORE
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2. Finite Difference Methods for the Black-Scholes Equation
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : Financial engineering problems are of great importance in the academic community and BlackScholes equation is a revolutionary concept in the modern financial theory. Financial instruments such as stocks and derivatives can be evaluated using this model. Option evaluation, is extremely important to trade in the stocks. READ MORE