Essays about: "Index options"
Showing result 1 - 5 of 75 essays containing the words Index options.
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1. Covered Call on an Index - A Comparative Study of Two Strategies
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis undertakes a comparative analysis of two ways of performing a covered call strategy on a dual asset index. The distinguishing factor between the two approaches pertains to the writing of the call options, where one approach involves writing the call option on the entire index, while the other involves writing options on each asset within the index separately. READ MORE
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2. Development of a Product Circularity Indicator Suitable for the EPD-scheme of Construction Products : A Review of Product Circularity Indicators and their Potential Applicability in EPDs for the Construction Sector
University essay from KTH/Hållbar utveckling, miljövetenskap och teknikAbstract : A change in resource consumption patterns is crucial to avoid climate change, reduce greenhouse gas (GHG) emissions and to increase climate resilience and consequently, the idea of a circular economy (CE) has gained widespread attention. The resource intense building and construction sector has become subject to both internal and external pressure to become more circular. READ MORE
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3. Dispersion Trading: A Way to Hedge Vega Risk in Index Options
University essay from KTH/Matematik (Avd.)Abstract : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. READ MORE
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4. Option Expiration Day Impact on Underlying Stock Return- A Study on the Swedish Option Market
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Research questions: Is there significant change in the stock return on option expiration dates in the underlying stock? Does the net open interest have an effect on the return of the underlying stock on option expiration day? Purpose: The purpose of the bachelor's thesis is to study whether there is a significant difference in the stock returns on option expiration dates in relation to the net open interest of the underlying stocks within the OMXS30 index. Methodology: A quantitative study using a deductive approach to statistically describe the relationship between the daily stock return with open interest and traded volume. READ MORE
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5. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market
University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomiAbstract : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. READ MORE
