Essays about: "Liquidity provider"

Found 4 essays containing the words Liquidity provider.

  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

  2. 2. The Need for Speed - The Importance of Low Latency in a High Frequency Trading Environment

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Sofia Ternby; Silvia Tas; [2012]
    Keywords : Latency; Speed Arbitrage; Foreign Exchange Market;

    Abstract : With the emergence of algorithmic trading, the importance of low latency has suddenly become a key success factor in capital markets. Many have realized having a "slow" trading system poses a new kind of risk and potential loss. READ MORE

  3. 3. Future profitability in the online poker industry - A case study of 24hPoker -

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Andreas Karlsson; Karl Ahlberg; [2007-01-26T08:34:38Z]
    Keywords : ;

    Abstract : Executive summary During the previous years, poker played on the internet has grown rapidly and companies operating in the industry have made large profits. Although, recently different signs indicates that the industry may face problems in the future. READ MORE

  4. 4. 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