Essays about: "European options"

Showing result 1 - 5 of 154 essays containing the words European options.

  1. 1. Entrepreneurship Education in HEIs: Comparing Innovative Teaching Methods and Curriculum Design Approaches - A Multiple Case Study of 5 European HEIs

    University essay from Göteborgs universitet/Graduate School

    Author : Aleksei Kuchera; Douglas Redman; [2020-07-23]
    Keywords : entrepreneurship education; innovations in entrepreneurship education; entrepreneurship education in universities; practices in entrepreneurship education; teaching methods; curriculum and content design;

    Abstract : The thesis addresses modern practices in teaching methods and curriculum design approaches that are currently being used by top-ranked European higher education institutions (HEIs) in delivering their entrepreneurship programs. It reveals key differences and similarities in terms of what content and teaching methods the programs are using to teach entrepreneurship. READ MORE

  2. 2. Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility

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

    Author : Danny Zina; [2020]
    Keywords : Pricing American Options; Early Exercise Boundary; Markov-Modulated Volatility; Switching-State Volatility; Extended CRR Model.;

    Abstract : The CRR binomial model is one of the most important models in financial mathematics. In this thesis we consider an extension to this model with Markov switching-state volatility. We present a detailed algorithm for obtaining early exercise boundaries for American options, as well as, fair prices for both American and European options. READ MORE

  3. 3. Energy Savings Potential in Dual Smart Grid Solutions : Are there synergy effects to be found using a dual smart grid system for heat and electricity?

    University essay from KTH/Energiteknik

    Author : Matteo Giordano; [2020]
    Keywords : ;

    Abstract : Smart cities and eco-districts will shape a new city landscape in the upcoming years, making renewables the only source of energy. They have the potential to cut greenhouse gas emissions up to 99 %, reaching the ambitious energy and sustainability goals set by Europe and the rest of the world. READ MORE

  4. 4. Emissions Trading for Waste Incineration Plants with Energy Recovery in Sweden

    University essay from Linköpings universitet/Energisystem

    Author : Ellen Philipsson; [2020]
    Keywords : Energy recovery; emissions trading; waste management; sustainability; EU ETS;

    Abstract : Emission trading is a tool for achieving the European commitment to reduce greenhouse gas emissions. The aim is to create an effective European emissions trading market with the least possible negative impact on economic development and employment within the Union. READ MORE

  5. 5. Implied volatility expansion under the generalized Heston model

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

    Author : Hanna Andersson; Ying Wang; [2020]
    Keywords : Heston model; Generalized Heston model; implied volatility; implied volatility expansion; Black–Scholes; Monte Carlo method; European options;

    Abstract : In this thesis, we derive a closed-form approximation to the implied volatility for a European option, assuming that the underlying asset follows the generalized Heston model. A new para- meter is added to the Heston model which constructed the generalized Heston model. READ MORE