Essays about: "Eugene Agyeman-Prempeh"

Found 1 essay containing the words Eugene Agyeman-Prempeh.

  1. 1. Hedging under Parameter Uncertainty

    University essay from Lunds universitet/Matematisk statistik

    Author : Eugene Agyeman-Prempeh; [2013]
    Keywords : Mathematics and Statistics;

    Abstract : In this thesis, the impact of unknown parameter estimation in the case of the volatility parameter in the Black-Scholes model on hedging is investigated. The objective is to develop a systematic and robust model of hedging to challenge the conventional delta and improved mean-variance hedge, and hopefully improve upon risk assessment values. READ MORE