Essays about: "Tobias Blomé"

Found 1 essay containing the words Tobias Blomé.

  1. 1. Intraday Volatility Surface Calibration

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Tobias Blomé; Adam Törnqvist; [2020]
    Keywords : ;

    Abstract : On the financial markets, investors search to achieve their economical goals while simultaneously being exposed to minimal risk. Volatility surfaces are used for estimating options' implied volatilities and corresponding option prices, which are used for various risk calculations. READ MORE