Essays about: "Pontus Hägerström"

Found 1 essay containing the words Pontus Hägerström.

  1. 1. Efficiency of the Swedish Option Market and the Effect of Volatility: A test of conversion and reversal strategies

    University essay from Göteborgs universitet/Graduate School

    Author : Pontus Hägerström; [2017-07-25]
    Keywords : ;

    Abstract : Using Swedish index option spanning the period of 2005 to 2015 the validity of the put-call parity, and thus the efficiency of the option market, has been tested. The impact of volatility on the market efficiency has also been covered in this paper. Theoretical as well as the financial efficiency was tested. READ MORE