Essays about: "Option volume"

Showing result 1 - 5 of 80 essays containing the words Option volume.

  1. 1. Predicting the Impact of Supply Chain Disruptions Using Statistical Analysis and Machine Learning

    University essay from KTH/Matematisk statistik

    Author : Hannes Andersson; John Sjöberg; [2023]
    Keywords : Supply chain disruption; SMOTE; feature engineering; machine learning; random forest; statistics; applied mathematics; Störning i försörjningskedja; maskininlärning; matematik; statistik;

    Abstract : The dairy business is vulnerable to supply chain disruptions since large safety stocks to cover up losses are not always a viable option, therefore it is crucial to maintain a smooth supply chain to ensure stable delivery accuracies. Disruptions are unpredictable and hard to avoid in the supply chain, especially in cases where production errors cause lost production volume. READ MORE

  3. 2. Real-time Soft Body Simulation using Extended Position-Based Dynamics and Tetrahedral Deformation

    University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Author : William Kamnert; [2023]
    Keywords : Physically based animation; Soft body deformation; Volumetric models; GPU parallel computing;

    Abstract : Background. Several methods have been used to simulate soft body deformation, such as mass-spring systems and position-based dynamics. This has been done using tetrahedral mesh models for preservation of shape and volume. READ MORE

  4. 3. Skattning av HGV och stamvolym med data från stereomatchade drönarbilder genom befintliga modeller från Skogliga grunddata

    University essay from SLU/Dept. of Forest Resource Management

    Author : Erik Forslöw; [2023]
    Keywords : drönare; stereofotogrammetri; skogliga grunddata; skogsbruksplanläggning;

    Abstract : Inom den svenska skogsbruksplanläggningen sker idag datainsamlingen traditionellt med subjektivt fördelade relaskopsytor. Den subjektiva mätningen varierar mellan och inom planläggare och har generellt ett relativt medelfel (rRMSE) på 9 % för grundytevägd medelhöjd (HGV) och 15–20 % for volym/ha. READ MORE

  5. 4. 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

  6. 5. Option Expiration Day Impact on Underlying Stock Return- A Study on the Swedish Option Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Alisa Penkina; Alan Karaduman Sorsenger; Sirwan Kakai; [2023]
    Keywords : Option Market; Open Interest; Stock Return; Delta Hedging; Option Expiration Day; Business and Economics;

    Abstract : Research questions: Is there significant change in the stock return on option expiration dates in the underlying stock? Does the net open interest have an effect on the return of the underlying stock on option expiration day? Purpose: The purpose of the bachelor's thesis is to study whether there is a significant difference in the stock returns on option expiration dates in relation to the net open interest of the underlying stocks within the OMXS30 index. Methodology: A quantitative study using a deductive approach to statistically describe the relationship between the daily stock return with open interest and traded volume. READ MORE