Essays about: "Exotic option"

Showing result 1 - 5 of 15 essays containing the words Exotic option.

  1. 1. Differential Deep Learning for Pricing Exotic Financial Derivatives

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Erik Alexander Aslaksen Jonasson; [2021]
    Keywords : Deep Learning; Exotic Derivatives; Differential Machine Learning;

    Abstract : Calculating the value of a financial derivative is a central problem in quantitative finance. For many exotic derivatives there are no closed-form solutions for present values, instead, computationally expensive Monte Carlo methods are used for valuation. READ MORE

  3. 2. Option Pricing using Artificial Neural Networks

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Author : Jan Müller; [2021]
    Keywords : Physics and Astronomy;

    Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE

  4. 3. Optimization of option pricing : - Variance reduction and low-discrepancy techniques

    University essay from Umeå universitet/Företagsekonomi

    Author : Julia Larsson; [2020]
    Keywords : ;

    Abstract : In recent years, the importance and the interest in financial instrument especially derivatives have increased. The Nobel Prize in Economics 1997 was dedicated to Black & Scholes for their work with finding a new method that estimates option prices for Plain Vanilla Options. READ MORE

  5. 4. American Option Price Approximation for Real-Time Clearing

    University essay from Umeå universitet/Institutionen för fysik

    Author : Andreas Blanck; [2018]
    Keywords : Finance; Options; Risk; VaR; Price approximation;

    Abstract : American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. READ MORE

  6. 5. Glukokortikoider till kaniner : varför inte?

    University essay from SLU/Dept. of Biomedical Sciences and Veterinary Public Health

    Author : Sofia Sandström; [2016]
    Keywords : kanin; glukokortikoider; biverkningar; rabbit; glucocorticoids; adverse effects;

    Abstract : Kaniner är det tredje vanligaste sällskapsdjuret i Sverige. Trots det utgör de en mycket liten del av veterinärutbildningen och det är upp till veterinären själv att tillägna sig kunskap om kaniner. READ MORE