Essays about: "Equity Derivatives"

Showing result 1 - 5 of 14 essays containing the words Equity Derivatives.

  1. 1. Rare Earth Metals' Resiliency and Volatility Spillover Effects : A Critical Supply Assessment for Western Technologies From a Risk Management Perspective

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Farzam Ebrahimi; Samuel Elm; [2023]
    Keywords : Rare Earth Metals; Interconnectedness; Conditional Volatility; Risk Management; Value at Risk; Event Study;

    Abstract : This paper explores the relationship between Chinese rare earth metals (REMs) and the industries in the U.S and Europe that heavily rely on them. READ MORE

  3. 2. Parameter Stability in Additive Normal Tempered Stable Processes for Equity Derivatives

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

    Author : Eduardo Alberto Alcantara Martinez; [2023]
    Keywords : Parameter Stability; Lévy Processes; Calibration; Volatility Surface; Subordination; Additive Normal Tempered Stable Processes; Stable Distribution; Variance Gamma Process; Normal Inverse Gaussian Process.;

    Abstract : This thesis focuses on the parameter stability of additive normal tempered stable processes when calibrating a volatility surface. The studied processes arise as a generalization of Lévy normal tempered stable processes, and their main characteristic are their time-dependent parameters. READ MORE

  4. 3. Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange

    University essay from KTH/Matematisk statistik

    Author : Simon Carlsson; Erik Allgårdh; [2020]
    Keywords : Regression analysis; trading volume; number of trades; applied mathematics; exchange-traded products; bachelor thesis; NDX; Regressionsanalys; handelsvolym; antal avslut; tillämpad matematik; börshandlade produkter; kandidatexamensarbete; NDX;

    Abstract : This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. READ MORE

  5. 4. Hedging Foreign Exchange Exposure in Private Equity Using Financial Derivatives

    University essay from KTH/Matematisk statistik

    Author : Filip Kwetczer; Carl Åkerlind; [2018]
    Keywords : Private Equity; Foreign Exchange Exposure; Hedging; Black-Scholes Model; Financial Derivatives; Private Equity; Valutaexponering; Hedging; Black-Scholes Modell; Finansiella Derivat;

    Abstract : This thesis sets out to examine if and how private equity funds should hedge foreign exchange exposure. To our knowledge the field of foreign exchange hedging within private equity, from the private equity firms’ point of view, is vastly unexplored scientifically. READ MORE

  6. 5. Real Estate Financing and Interest Rate Hedging : A quantitative real estate investment case study

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Wimjan van de Wiel; Felix Kristopher Bock; [2017]
    Keywords : Derivatives; Financing; Hedging; Interest Rate Risk; Monte Carlo Simulation; Real Estate Investment;

    Abstract : Background: The expansive monetary policy of the European Central Bank has been leading to all-time-low interest rates and to a strong move into real estate investment. Low interest rates can work in favor of the investor (due to low interest rate expenditures), but increasing interest rates can jeopardize real estate investments. READ MORE