Essays about: "SEB stockholm"

Showing result 11 - 12 of 12 essays containing the words SEB stockholm.

  1. 11. Testing for jumps in face of the financial crisis : Application of Barndorff-Nielsen - Shephard test and the Kou model

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Author : Agnieszka Pszczola; Grzegorz Walachowski; [2009]
    Keywords : Bipower variation; Barndorff-Nielsen and Shephard test; Stylized facts; Double exponential jump-diffusion model; Kou model; Options pricing; Cumulant matching;

    Abstract : The purpose of this study is to identify an impact on an option pricing within NASDAQ OMX Stockholm Market, if the underlying asset prices include jumps. The current financial crisis, when jumps are much more evident than ever, makes this issue very actual and important in the global sense for the portfolio hedging and other risk management applications for example for the banking sector. READ MORE

  3. 12. Correlation based clustering of the Stockholm Stock Exchange

    University essay from Företagsekonomiska institutionen

    Author : Fredrik Rosén; [2006]
    Keywords : ;

    Abstract : This thesis present a topological classification of stocks traded on the Stockholm Stock Exchange based solely on the co-movements between individual stocks. The working hypothesis is that an ultrametric space is an appropriate space for linking stocks together. READ MORE