Essays about: "Option Trading"

Showing result 1 - 5 of 42 essays containing the words Option Trading.

  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. The Predictive Power of Implied Volatility in Option Pricing

    University essay from KTH/Matematisk statistik

    Author : Lovisa Berglund; [2023]
    Keywords : Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

    Abstract : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. READ MORE

  4. 3. Risk Factors of Food Loss and Waste, and Life Cycle Assessment of waste management strategies in the Brazilian Leafy Vegetable Supply Chain

    University essay from Högskolan i Borås/Akademin för textil, teknik och ekonomi

    Author : Nathalie Garavito; [2023]
    Keywords : Behavioural causes; carbon footprint; causal mapping; mitigation strategies; prevention; root-cause analysis; take-back agreements;

    Abstract : Food loss and waste (FLW) occurring early in the food supply chain (FSC) leads to increased resource wastage, including land, water, fertilisers, pesticides, fuel, packaging, energy, and labour. Targeting FLW prevention benefits various aspects such as food security, productivity, economic growth, climate change mitigation, resource conservation, and food waste management. READ MORE

  5. 4. Bio-LNG and CO2 liquefaction investment for a biomethane plant with an output of 350 Nm3/h : A techno-economic-environmental analysis

    University essay from Högskolan i Gävle/Energisystem och byggnadsteknik

    Author : Lars-Julian Vernersson; [2022]
    Keywords : Biomethane liquefaction; Carbon dioxide liquefaction; Biogas upgrading; Liquefaction economy; Biomethane life cycle assessment; Biomethane greenhouse gas saving potential; Biomethane emission factor.;

    Abstract : Stricter requirements from the European Union and the German government regarding the utilization of renewable and sustainable fuels for transportation, power, and heat production are currently in effect. This has led to that heavy transportation companies are looking for a more sustainable alternative to liquefied natural gas, such as liquefied biomethane. READ MORE

  6. 5. Aviation under the EU Emissions Trading System - Implications on the Financial Performance of Airlines

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Lukas Mohr; Philip Stolina; [2022]
    Keywords : European Emissions Trading Scheme; aviation; economic impact; climate policy;

    Abstract : Since 2005, the European Emissions Trading System (EU ETS) has been the EU's main instrument to reduce CO2 emissions. As one of the fastest growing emitters, the aviation industry was included in the system in 2012. READ MORE