Essays about: "Volatility Trading"
Showing result 1 - 5 of 152 essays containing the words Volatility Trading.
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1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market
University essay from Göteborgs universitet/Graduate SchoolAbstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE
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2. On Predicting Price Volatility from Limit Order Books
University essay from Uppsala universitet/Matematiska institutionenAbstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE
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3. Modelling Proxy Credit Cruves Using Recurrent Neural Networks
University essay from KTH/Matematisk statistikAbstract : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. READ MORE
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4. Can outsiders obtain abnormal returns by imitating insider trading? : - An application to trade in tech stocks on the Nasdaq Stockholm stockexchange. Comparing high and low volatile stocks.
University essay from Jönköping University/Internationella HandelshögskolanAbstract : Abstract Title: Can outsiders obtain abnormal returns by imitating insider trading?- An application to trade in tech stocks on the Nasdaq Stockholm stock exchange.Comparing high and low volatile stocks. Course: JEFT27. READ MORE
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5. Biobased iron pellet production : Assessment of the availability and sustainability of biomass as fuel for iron ore pellet production in LKAB
University essay from Mittuniversitetet/Institutionen för naturvetenskap, design och hållbar utveckling (2023-)Abstract : Iron production accounts for substantial shares of global coal use and GHG emissions. LKAB is Europe’s largest iron company and Sweden’s fourth-largest emitter of GHGs. To reduce its emissions, LKAB might implement biomass in iron ore pelletisation. READ MORE