Essays about: "Options"

Showing result 1 - 5 of 1423 essays containing the word Options.

  1. 1. Quantitative tactical asset allocation: Using the VIX to exploit bull and bear market movements in a Mean-Variance portfolio

    University essay from Göteborgs universitet/Graduate School

    Author : Christian Persson; Robin Williams; [2020-07-08]
    Keywords : VIX; strategy; mean-variance; simple moving average; volatility; transaction costs; bull market; bear market;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Estimating Marketability Discounts in Sale Restricted Options Using Compound Option Pricing Theory

    University essay from Göteborgs universitet/Graduate School

    Author : Andreas Bengtsson; [2020-07-07]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE

  3. 3. Deep Learning and the Heston Model:Calibration & Hedging

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Keywords : deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Abstract : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. READ MORE

  4. 4. Analyzing investments made in conjunction with the announcement of rights issues between 2014-2018

    University essay from

    Author : Joakim Jangrell; Joel Wärnberg; [2020-07-03]
    Keywords : Rights Issue; CAAR; BHAR;

    Abstract : Rights issues are a common way for companies to attain funding. The rights to buy stocks are usually sold with a discount to the investor. The goal of this essay is to study price movements associated with the announcement that a company will undertake a rights issue and the stocks 1-year return. READ MORE

  5. 5. Utility and Weight Importance of Product Delivery Attributes in a Collection and Delivery Point Dominated Marketplace

    University essay from Göteborgs universitet/Graduate School

    Author : Axel Angberg; [2020-06-23]
    Keywords : ;

    Abstract : MSc in Marketing and Consumption.... READ MORE