Essays about: "Transaction Costs"

Showing result 1 - 5 of 250 essays containing the words Transaction Costs.

  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. Predicting Asset Prices with Machine Learning

    University essay from

    Author : Adam Eklund; Valter Trollius; [2020-06-29]
    Keywords : Machine learning; neural networks; OLS regression; asset pricing; financial forecasting; out-of-sample; predictability;

    Abstract : This study examines whether machine learning techniques such as neural networks contain predictability when modeling asset prices and if they can improve on asset pricing prediction compared to traditional OLS-regressions. This is analyzed through measuring and comparing the out-of-sample R2 to find each models’ predictive power. READ MORE

  3. 3. The M&A Due Diligence Process in Ukraine vs. Sweden A Comparative Case Study

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Oscar Johansson; Lukas Nyström; [2020-05-05]
    Keywords : M A Due Diligence Process; Corporate Finance; IT Industry; Transparency; Transaction costs; Sweden; Ukraine;

    Abstract : An essential part of a successful merger or acquisition (M&A) lies in proper duediligence of high quality. Ukraine has, compared to Sweden, had some struggle withpolitical issues and business culture of lower transparency which affects the transactioncosts of M&A. READ MORE

  4. 4. PARTNERS IN CRISIS MANAGEMENT? EU-UN cooperation in the DRC and Chad

    University essay from Göteborgs universitet/Statsvetenskapliga institutionen

    Author : Giselaldina Duro; [2020-05-04]
    Keywords : ;

    Abstract : This thesis seeks to explain the reason why international and regional organisations have started to cooperate, especially after the Cold War. Cooperation amongst organisations has gained importance as a field of research in the last decade, but most of the scholars have rather given a descriptive contribution and recognised the legal implications on the matter. READ MORE

  5. 5. The effect of ICT on trading companies in Sweden. A case study of four trading companies

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Axel Lindergren; Johanna Norrman; [2020-02-13]
    Keywords : Trading Companies; Information and Communication Technologies; Disintermediation; Transaction Costs; International Business;

    Abstract : Over the years there has been an increasing amount of literature regarding the effect of information and communication technologies (ICT) on trade. These technologies cause disruption in the way that companies do business by increasing the amount of information available. READ MORE