Essays about: "Simon Hallqvist"
Found 2 essays containing the words Simon Hallqvist.
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1. Access to mobility : In northern circumstances
University essay from Umeå universitet/Institutionen för geografiAbstract : Transport and mobilities contribute majorly to our global emissions of greenhouse gas, while at the same time is necessary for citizens to travel for jobs and recreation. A shift of more sustainable development is adopted within the EU and sustainable mobilities play a key part in this. Both for societal growth but also mitigation. READ MORE
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2. Hedging European options under a jump-diffusion model with transaction costs
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis investigates the performance of hedging strategies when the underlying asset is governed by Merton (1976)’s jump-diffusion model. We hedge a written European call option and analyse the performance through simulation of stock prices. READ MORE