Essays about: "European options"

Showing result 11 - 15 of 199 essays containing the words European options.

  1. 11. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE

  3. 12. The Predictive Power of Implied Volatility in Option Pricing

    University essay from KTH/Matematisk statistik

    Author : Lovisa Berglund; [2023]
    Keywords : Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

    Abstract : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. READ MORE

  4. 13. Effects of automation in railway on the capacity : At the example of the S-Bahn Stuttgart

    University essay from KTH/Transportplanering

    Author : Tim Niku Pourian; [2023]
    Keywords : ;

    Abstract : Passenger numbers in rail transportation and the need for transportation of goods hasbeen rising over the last years. After a breakdown during the years of the pandemicthe need for transportation on rail has almost recovered and numbers are rising again. READ MORE

  5. 14. Refrigerant Selection for District Heating’s Large-scale Heat Pumps

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Görkem Balyaligil; [2023]
    Keywords : heat pump; district heating; refrigerant; natural; synthetic;

    Abstract : The global demand for heat as the primary source of final energy underscores the urgency of decarbonizing the heating sector to foster sustainability. Heat pumps are crucial in achieving sustainability, particularly in district heating applications, offering efficient centralized heating solutions. READ MORE

  6. 15. When Political Interest is not Enough: A quantitative study on what deterred politically interested citizens from voting in the 2019 European Parliamentary election

    University essay from Lunds universitet/Statsvetenskapliga institutionen

    Author : Eric Andell; [2023]
    Keywords : Political interest; non-voters; voter turnout; EU democracy; euroscepticism; Law and Political Science;

    Abstract : The European Union (EU) has long suffered from a democratic deficit, something that has been highlighted many times by politicians, media and citizens alike. The EU has in turn tried to better its democratic standing by increasing the power of the European Parliament (EP) through the Treaty of Lisbon in 2009. READ MORE