Essays about: "Janis Kiploks"
Found 1 essay containing the words Janis Kiploks.
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1. Hedging Effectiveness of Index Options in Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We test hedging performance of five different hedging techniques of the OMX Stockholm 30 (OMXS30) call options. Four of the hedging techniques applied are based on the Black-Scholes-Merton (BSM) model and the fifth is a regression-based model that adjusts the original BSM Greeks. READ MORE
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