Essays about: "Delta Neutrality"

Found 5 essays containing the words Delta Neutrality.

  1. 1. Swaptions from a Clearinghouse perspective : Hedging swaptions, an option on interest rate swaps, using compression

    University essay from Umeå universitet/Institutionen för fysik

    Author : Joel Forsberg; [2022]
    Keywords : Swaptions; Clearinghouse; Compression; Interest rate swap;

    Abstract : With the increasing popularity of interest rate swaps the need to understandswaptions, an option of an interest rate swap, is of great importance. A swap-tion can be used in both speculative purposes and to hedge against changesin interest rates. The most important thing to understand is the pricing for-mula. READ MORE

  2. 2. 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

  3. 3. Conservation Genomics of the Long-tailed Duck

    University essay from Uppsala universitet/Institutionen för biologisk grundutbildning

    Author : Brynhildur Magnúsdóttir; [2021]
    Keywords : Long-tailed duck; migration; conservation; population structure; genome;

    Abstract : With increasingly warming climate, many bird species have been forced to respond to environmental changes, and the long-tailed duck (Clangula hyemalis) is no exception. The populations of the long-tailed duck have been in decline the past few decades and the species is classified as globally vulnerable and near threatened in both Iceland and Sweden. READ MORE

  4. 4. The Law of Neutrality - Obstruction or Completion to the System of Collective Security?

    University essay from Lunds universitet/Juridiska institutionen

    Author : Rune Müller; [2013]
    Keywords : hague V; un charter; charter of the united nations; Neutrality; collective security; comparative law; public international law; un; use of force; self-defense; collective self-defense; Law and Political Science;

    Abstract : The concept of neutrality emerged at a time when conflicts between states were still regional matters. Today the system of collective security within the UN Charter has converted these conflicts into a global issue. READ MORE

  5. 5. More nimble, more human, more efficient : A case study of how the Red Cross and Red Crescent Movement relates to alternative journalism in disaster and conflict operations

    University essay from Karlstads universitet/Avdelningen för medie- och kommunikationsvetenskap

    Author : Nina Paulsen Harling; [2012]
    Keywords : Alternativ journalistik; opinionsbildande journalistik; medborgarjournalistik; deltagande journalistik; katastrof- och konfliktdrabbade; Röda Korset och Röda halvmånen; katastrof- och konfliktområden; förmånstagar-kommunikation;

    Abstract : Different forms of non-traditional journalism play an increasingly important role when it comes to informing us about what´s happening around the world. By the use of one case study—the Red Cross and Red Crescent Movement—this essay aims to research the following problem: How does the Red Cross and Red Crescent Movement relate to alternative journalism during disaster and conflict operations? The question is explored from theory on alternative journalism and its alleged empowering potential and as an alternative in cases where traditional journalism fails. READ MORE