Essays about: "Binomialmodellen"

Found 1 essay containing the word Binomialmodellen.

  1. 1. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model

    University essay from KTH/Matematisk statistik

    Author : Robin Nordström; Sepand Tabari; [2021]
    Keywords : Applied Mathematics; Financial Mathematics; Option Pricing; Binomial Option Pricing Model; Basket Option; Delta Neutrality; Data Analysis; Tillämpad Matematik; Finansiell Matematik; Optionsprissättning; Binomialmodellen; Korgoption; Deltaneutralitet; Dataanalys;

    Abstract : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. READ MORE