Essays about: "Gustav Alpsten"

Found 1 essay containing the words Gustav Alpsten.

  1. 1. Portfolio Protection Strategies: A study on the protective put and its extensions

    University essay from KTH/Matematisk statistik

    Author : Gustav Alpsten; Sercan Samanci; [2018]
    Keywords : ;

    Abstract : The need among investors to manage volatility has made itself painfully clear over the past century, particularly during sudden crashes and prolonged drawdowns in the global equity markets. This has given rise to a liquid portfolio insurance market in the form of options, as well as attracted the attention of many researchers. READ MORE