Essays about: "Risk management"

Showing result 1 - 5 of 1827 essays containing the words Risk management.

  1. 1. 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

  2. 2. How government policies and regulations will affect share prices of online game companies in China

    University essay from Göteborgs universitet/Graduate School

    Author : Haolan Liu; Tianyi Zeng; [2020-07-01]
    Keywords : event study; regulations; policies; share price; Chinese online game companies;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  3. 3. Are Women the Real Alpha Males? Gender differences through the lense of performance and risk in the Swedish mutual fund industry

    University essay from Göteborgs universitet/Graduate School

    Author : Albin Helgesson; Clara Lindblad; [2020-07-01]
    Keywords : Mutual Funds; Gender Differences; Risk Behavior; Performance;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  4. 4. How to Differentiate the Difference - A quantitative study on the determinants of discrepancies between expected and actual credit ratings in insurance companies

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Hellman; Henrik Walldén Persson; [2020-07-01]
    Keywords : Expected ratings; credit ratings; financial strength; discrepancy; earnings management; embedded value; IFRS; life insurers;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  5. 5. FIDUCIARY DUTY AND ESG CONSIDERATIONS – ARE THEY COMPATIBLE? A case study on institutional investors and their commitment to the Net-Zero Asset Owner Alliance

    University essay from Göteborgs universitet/Graduate School

    Author : Jenny Asplund; William Samadzadehaghdam; [2020-07-01]
    Keywords : SRI; Fiduciary duty; ESG; Institutional investors; Net-Zero Asset Owner Alliance; Shareholder engagement;

    Abstract : MSc in Accounting and Financial Management.... READ MORE