Essays about: "Roger Lundmark"
Found 1 essay containing the words Roger Lundmark.
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1. Forecasting Call Option prices : A Quantitative Study in Financial Economics
University essay from Umeå universitet/NationalekonomiAbstract : It is not uncommon that the theoretical price of a model is different from the market price due to various disturbances. The purpose of this study was to analyze how well the original Black-Scholes-Merton model performs accurate forecasts of the option price, where the underlying asset was the NIFTY50 stock index. READ MORE
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