Essays about: "Liquidity Providers"

Found 5 essays containing the words Liquidity Providers.

  1. 1. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

    University essay from KTH/Matematik (Avd.)

    Author : Albin Irell Fridlund; Johanna Heberlein; [2023]
    Keywords : Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

    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

  3. 2. Liquidity Providing: Study on liquidity providing in the Nordic stock markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Julius Bengt Leif Karlsson; Carl Victor Malmström; [2022]
    Keywords : Liquidity Providing; Nordic Stock Exchange; Financial Service; Market Maker; Business and Economics;

    Abstract : Risk and return go hand in hand, and one way for a firm to mitigate existing and potential investors' risk in a stock is to employ a financial service; liquidity providing. The value of liquidity provision has become relevant as market uncertainties and shocks in the market create disturbances. READ MORE

  4. 3. Price Impact and Venue Dependence

    University essay from KTH/Matematisk statistik

    Author : Lukas Molander; [2019]
    Keywords : Price Impact; micro-price; MiFID II; venue dependence; toxicity; financial mathematics; statistics; Prispåverkan; micro-pris; MiFID II; handelsplatsberoende; finansiell matematik; statistik;

    Abstract : The equity trading of today is fragmented across regulated markets (RMs) and multilateral trading facilities (MTFs). Despite being legally very similar Busch (2017), market participants have reported that they attract different types of traders. Market dynamics arise from the interactions between all market participants (agents) Kyle (1985). READ MORE

  5. 4. Belåning av aktier : har riskerna underskattats?

    University essay from SLU/Dept. of Economics

    Author : Malin Hägg; [2009]
    Keywords : Leverage; Lending; Volatility; Risk; Securities;

    Abstract : Investors’ use borrowing as a way to profit from leverage advantages in their portfolios.When investors borrow with their securities as safety for the loan and the value of thesecurities decrease the investor can get a portfolio with more credit than what is covered bythe value of the securities and risk huge losses. READ MORE

  6. 5. Liquidity Providers on the Nordic Exchange

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Niklas Sjöblom; Wilhelm Landgren; [2007]
    Keywords : Liquidity Providers; Nordic Exchange; Event Study; Determinants;

    Abstract : The purpose of this paper is threefold. Firstly, the paper examines the relationship between stock returns and market makers on the Nordic Exchange. As the first study of its kind this paper focuses on the introduction of a market making service, but also the termination of such a service and its effects on asset pricing. READ MORE