Essays about: "Dmytro Sheludchenko"

Found 3 essays containing the words Dmytro Sheludchenko.

1. 1. Optimization importance in high-frequency algorithmic trading

   University essay from Akademin för utbildning, kultur och kommunikation

   Author : Vadim Suvorin; Dmytro Sheludchenko; [2012]
   Keywords : Trading strategies; algorithmic trading; optimization; futures; stock markets; high frequency trading;

   Abstract : The thesis offers a framework for trading algorithm optimization and tests statistical and economical significance of its performance on American, Swedish and Russian futures markets. The results provide strong support for proposed method, as using the presented ideas one can build an intraday trading algorithm that outperforms the market in long term. READ MORE

3. 2. Pricing American options using approximations by Kim integral equations

   University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Author : Dmytro Sheludchenko; Daria Novoderezhkina; [2011]
   Keywords : American options; early exercise boundary; optimal exercise; feasible non-optimal exercise strategy; integral equations; approximations; numerical procedures.;

   Abstract : The purpose of this thesis is to look into the difficulty of valuing American options, put as well as call, on an asset that pays continuous dividends. The authors are willing to demonstrate how mentioned above securities can be priced using a simple approximation of the Kim integral equations by quadrature formulas. READ MORE

4. 3. The Effect of Macroeconomic Variables on Market Risk Premium : Study of Sweden, Germany and Canada

   University essay from Akademin för hållbar samhälls- och teknikutveckling

   Author : Arad Tahmidi; Dmytro Sheludchenko; Samira Allahyari Westlund; [2011]
   Keywords : Macroeconomic; market risk premium; GDP; inflation; money supply; primary net lending and net borrowing; regression analysis;

   Abstract : ABSTRACT Title The Effect of Macroeconomic Variables on Market Premium. Study of Sweden, Germany and Canada Authors Samira Allahyari Westlund Arad Tahmidi Dmytro Sheludchenko Supervisor Christos Papahristodoulou Key words Macroeconomic, market risk premium, GDP, inflation, money supply, primary net lending and net borrowing, regression analysis. READ MORE