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Found 2 essays matching the above criteria.

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 Volatility Jump-Di usion model for pricing foreign currency options is introduced and evaluated against USD/DM foreign exchange options. I complement Bates results with two di erent calibration methodologies, nonlinear least-squares and the built-in MATLAB function fmincon, using the same dataset that was used in Bates (1996). READ MORE

3. 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