Essays about: "Oscar Thelander"

Found 2 essays containing the words Oscar Thelander.

  1. 1. Pricing Currency Options with Bates Model: Analytical Tractability versus Empirical Misspeci cation

    University essay from Göteborgs universitet/Graduate School

    Author : Oscar Thelander; [2021-02-02]
    Keywords : ;

    Abstract : In this thesis I complement the results from Bates (1996) wherein a Stochastic VolatilityJump-Di usion model for pricing foreign currency options is introduced and evaluated againstUSD/DM foreign exchange options. I complement Bates results with two di erent calibrationmethodologies, nonlinear least-squares and the built-in MATLAB function fmincon, using thesame dataset that was used in Bates (1996). READ MORE

  2. 2. Does Quantitative Easing Affect Income Inequality? A Panel Data Study

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Aleksandar Miljkovic; Oscar Thelander; [2018-07-16]
    Keywords : Quantitative Easing; Monetary Policy; Gini Coefficient; Panel Data; Fixed Effects; Income Inequality;

    Abstract : In this essay, we examine the effect that quantitative easing has on Gini coefficients. This was done via quantitative data analysis through two different statistical methods, Ordinary Least Squares and Panel Data regression analysis using Fixed Effects. READ MORE