Essays about: "Ola Nielsen"

Found 2 essays containing the words Ola Nielsen.

1. 1. The smile of currency derivatives – PCA modelling of the FX effect

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ola Nielsen; [2016]
   Keywords : foreign exchange; option; risk management; implied volatility; volatility smile; principal components; Business and Economics;

   Abstract : This paper investigates the non-flat volatility surface of foreign exchange options, a so-called volatility smile. Foreign exchange options are especially interesting due their liquidity and frequency in risk management. To propose a non-complex model of the determinants of variation in the smile, a principal component approach is suggested. READ MORE

3. 2. Identifying the informal : a study of space in the informal settlement of Bandani, Kisumu, Kenya

   University essay from SLU/Dept. Of Landscape Architecture, Planning and Management

   Author : Ola Nielsen; [2008]
   Keywords : slum; informality; informal settlements; urban planning; Kenya; Kisumu; landscape planning; Africa; development; colonial town; rural; urban; reserves; tenure; traditional; formal;

   Abstract : The world is getting closer, we are experiencing a time where we, if we want, can acquire information about everything. But regardless of this flow of information there are still blank spots on the map. But these spots are no longer made up of vast plains or dense tropical forests. READ MORE