Essays about: "Nadezda Sergeeva"

Found 1 essay containing the words Nadezda Sergeeva.

  1. 1. The feedback effects in illiquid markets, hedging strategies of large traders

    University essay from Sektionen för lärarutbildning (LUT)

    Author : Nadezda Sergeeva; []
    Keywords : feedback; hedging; traders; illiquid; symmetry; analysis; Lie; algebra;

    Abstract : The master thesis is devoted to an analysis of equilibrium or reaction-function models in illiquidity markets of derivatives. The main equation is a nonlinear equation which is a perturbation of Black-Scholes model. By using analytical methods we study invariant and scaling properties for the considered model. . READ MORE