Essays about: "Minna Castoe"

Found 3 essays containing the words Minna Castoe.

1. 1. Predicting Stock Market Price Direction with Uncertainty Using Quantile Regression Forest

   University essay from Uppsala universitet/Tillämpad matematik och statistik

   Author : Minna Castoe; [2020]
   Keywords : ;

   Abstract : .... READ MORE

3. 2. Option Pricing Under the Markov-switching Framework Defined by Three States

   University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Author : Minna Castoe; Teo Raspudic; [2020]
   Keywords : Option pricing; Markov-switching framework; Markov chain; Stochastic volatility Monte carlo simulation;

   Abstract : An exact solution for the valuation of the options of the European style can be obtained using the Black-Scholes model. However, some of the limitations of the Black-Scholes model are said to be inconsistent such as the constant volatility of the stock price which is not the case in real life. READ MORE

4. 3. The Impact of Immigration on Income Inequality : Evidence from Sweden and the United States

   University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

   Author : Minna Castoe; Aalekhya Sanyal; [2019]
   Keywords : Immigration; Income inequality; Gini Coefficient; Foreign-born population;

   Abstract : This paper studies data from a 25-year period in the history of Sweden and the US, ranging from 1993 to 2017. The aim of the thesis was to investigate the impact of immigration on the income inequality of the respective countries while also considering the impact of other specific variables. READ MORE