Essays about: "applying the option on the stock market"

Found 5 essays containing the words applying the option on the stock market.

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 characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. READ MORE

3. 2. Derivative market: efficient option pricing models and predictive informational content

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Martins Feldmanis; Juris Rumba; [2012]
   Keywords : Volatility surface; Implied volatility and its informational content; Put Call volume ratio; Model-Free implied volatility; Gram-Charlier Expansion;

   Abstract : In this study we have examined the informational content of OMXS30 index European style call and put Options which are traded on the OMX Swedish stock exchange by applying extensions of the BS model. Firstly, we use two models (Gram-Charlier expansion and Model-Free) to obtain robust implied higher order moment estimates. READ MORE

4. 3. The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets

   University essay from Handelshögskolan vid Umeå universitet

   Author : Md Kamrul Hasan; Shabyashachi Chowdhury; [2011]
   Keywords : Derivatives; Volatility; Liquidity; Index Options; Intraday return; Trading volume; Conditional volatility; Stock return volatility; Impacts; Underlying stocks;

   Abstract : The impact of the introduction of derivatives on the underlying stock is a debatable topic among the researchers. The issue is quite controversial as contradictory results have been obtained by researchers in various stock markets. READ MORE

5. 4. Exchange rate risk in Automobile Industry: An Empirical Study on Swedish, French and German Multinational Companies.

   University essay from Handelshögskolan vid Umeå universitet

   Author : Lyna Alami Barumwete; Feiyi Rao; [2008]
   Keywords : Exchange rate risk; Hedging strategies; Risk management; Foreign Exchange exposure;

   Abstract : Recently, both company executives as well as national media have claimed that short currency exchange rate fluctuations are negatively affecting the stock returns of certain firms. However, most previous studies focusing on companies in the US and Asia have been unable to find empirical support for a statistically significant linkage between firm value and exchange rate risk. READ MORE

6. 5. Riskkapital för kooperativ : fallet KLS

   University essay from SLU/Dept. of Economics

   Author : Anders Nilsson; [2002]
   Keywords : kooperation; lantbrukskooperation; jordbrukskooperation; kapitalanskaffning; finansiering; egenkapital; förlagsinsatser; bolagisering; konvertibla skuldebrev; äganderättsteori; KLS;

   Abstract : Kooperativa företag har ständiga svårigheter att generera egenkapital, eftersom medlemmarna sällan erhåller ränta på sitt insatskapital. Dock behövs kapital till investeringar såsom företagsförvärv, FoU samt marknadslanseringar. KLS Livsmedel ek. för. READ MORE