Essays about: "European Option"

Showing result 21 - 25 of 183 essays containing the words European Option.

  1. 21. Pricing and Hedging of Financial Instruments using Forward–Backward Stochastic Differential Equations : Call Spread Options with Different Interest Rates for Borrowing and Lending

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

    Author : Abigail Hailu Berta; [2022]
    Keywords : Backward stochastic differential equations BSDEs ; Markovian BSDEs; Least square Monte Carlo method; Deep BSDE method; Nonlinear option pricing and hedging problems; Pricing and hedging in high dimensions.;

    Abstract : In this project, we are aiming to solve option pricing and hedging problems numerically via Backward Stochastic Differential Equations (BSDEs). We use Markovian BSDEs to formulate nonlinear pricing and hedging problems of both European and American option types. READ MORE

  3. 22. Product Development of Electronic Devices for Improved Environmental Performance : Finding improvement opportunities using ecodesign tools and success factors

    University essay from Linköpings universitet/Industriell miljöteknik

    Author : Angelica Reyes; Alice Landin; [2022]
    Keywords : Ecodesign; Ecodesign implementation; Building Management Systems; Electronics; Environmental Sustainability; QFDE; LCA;

    Abstract : The energy consumption of the use phase of buildings accounts for almost 30 per-cent of the global energy consumption and is expected to increase in the coming years (Santamouris and Vasilakopoulou, 2021). Furthermore, increasing demand for energy-efficient buildings can be expected due to the introduction of legislative frameworks, such as the Energy Performance of Buildings Directive and the Energy Efficiency Directive (European Commission, 2022b). READ MORE

  4. 23. Union Values and How to Enforce Them

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Karolina Markusson; [2022]
    Keywords : EU law; Law and Political Science;

    Abstract : Värdena demokrati, rättsstaten och respekt för de mänskliga rättigheterna utgör grunden för EU. För att en stat ska få gå med i EU är det en förutsättning att den följer dessa värden. Är en stat däremot redan medlem i unionen är de legala möjligheterna för att genomdriva värdena färre. READ MORE

  5. 24. Bermudan Option Pricing using Almost-Exact Scheme under Heston-type Models

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

    Author : Mara Kalicanin Dimitrov; [2022]
    Keywords : Almost Exact Scheme; Monte Carlo; Bermudan Options; Least Squares Monte Carlo; CIR; Heston Model; Double Heston Model; Stochastic Volatility;

    Abstract : Black and Scholes have proposed a model for pricing European options where the underlying asset follows a so-called geometric Brownian motion which assumes constant volatility. The proposed Black-Scholes model has an exact solution. READ MORE

  6. 25. Aviation under the EU Emissions Trading System - Implications on the Financial Performance of Airlines

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Lukas Mohr; Philip Stolina; [2022]
    Keywords : European Emissions Trading Scheme; aviation; economic impact; climate policy;

    Abstract : Since 2005, the European Emissions Trading System (EU ETS) has been the EU's main instrument to reduce CO2 emissions. As one of the fastest growing emitters, the aviation industry was included in the system in 2012. READ MORE