Essays about: "Johan Berggren"

Found 3 essays containing the words Johan Berggren.

  1. 1. Surface haziness in chalcogenide glass

    University essay from Uppsala universitet/Institutionen för materialvetenskap

    Author : Johan Berggren; William Hemberg; Isac Norberg; Elin Öqvist; Nina Johansson; [2022]
    Keywords : ;

    Abstract : .... READ MORE

  3. 2. Predicting the smile: A study on the properties of the volatility surface of S&P Composite 500 Index option

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Johan Blomkvist; Viktor Berggren; [2010]
    Keywords : Implied volatility; Volatility smiles; Volatility surface; Options;

    Abstract : The classic Black-Scholes model on option pricing from 1973 has been a widely debated and scrutinized theory over the past decades. Despite its proved limitations and simplifications, it remains as the most used pricing model of public traded options today. READ MORE

  4. 3. BRIDGE : A Model for Future Research in Europe

    University essay from Institutionen för informationsteknologi

    Author : Daniel Berggren; Johan Gillhagen; [2009]
    Keywords : ;

    Abstract : This thesis evaluates the Bridge model, an initiative from the European Union for structuring research in Europe. The model aims to combine expertise from academia and industry to create an effective interaction that stimulates innovation. READ MORE