Essays about: "Option introduction"

Showing result 1 - 5 of 64 essays containing the words Option introduction.

  1. 1. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Samuel Rosén; [2023]
    Keywords : HQH; Heston Queue Hawkes; Option Pricing; jump diffusion;

    Abstract : Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. READ MORE

  3. 2. 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

  4. 3. Comparing Virtual Threads and Reactive Webflux in Spring : A Comparative Performance Analysis of Concurrency Solutions in Spring

    University essay from KTH/Hälsoinformatik och logistik

    Author : Carl Haneklint; Yo Han Joo; [2023]
    Keywords : Virtual threads; Spring Boot; Reactive WebFlux; Java; Concurrency; Virtual threads; Spring Boot; Reactive WebFlux; Java; Concurrency;

    Abstract : To develop a high performant web service in Java, Reactive WebFlux has previously been utilized as the only alternative. With the introduction of virtual threads in Java 19, it has been considered that it would be an alternative to the current provided option. READ MORE

  5. 4. Potential and challenges of Battery Energy Storage(BESS) : The case of Poland

    University essay from KTH/Kraft- och värmeteknologi

    Author : Marcin Ziółkowski; [2023]
    Keywords : BESS; energy storage; electricity markets; ancillary services; techno-economic analysis; energy policy; EU direetives;

    Abstract : According to the “Draft development plan for meeting the current and future electricity demandfor 2023-2032” developed by the Polish Transmission System Operator PSE, the most appropriate solution is to significantly expand the possibilities of energy storage, due to its role as a factor improving the power balancing with the increase of wind farms and photovoltaic (PV) sources. Poland has changed the rules governing the energy industry to encourage energy storage. READ MORE

  6. 5. Large-scale transfer of lesion segmentations from PET to CT

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Taeyang Choi; [2023]
    Keywords : ;

    Abstract : The introduction of AI technology has sparked a revolutionary lesion segmentation solution to address challenges in the medical field. After extensive research, the competencies of this technology have been verified. READ MORE