Essays about: "derivatives futures"
Showing result 1 - 5 of 17 essays containing the words derivatives futures.
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1. Extracting Growth Expectations from Financial Markets: An Investigation into the Dividend Market Dynamics
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Dividend futures, reflecting the economic surplus, can be used as a forecasting tool for dividend and GDP growth. Building on prior research, I broaden the scope of analysis by encompassing a range of countries and evaluate the impact of shocks such as a military conflict on dividend and GDP growth expectations. READ MORE
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2. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE
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3. Modelling Seasonalities of HPFCs Using a Parametric Approach
University essay from Lunds universitet/Matematisk statistikAbstract : Electricity differs from other commodities in that it cannot be stored. This non-storability characteristic results in traditional pricing methods for commodities not being applicable for electricity. An alternative pricing method is therefore needed and the solution is the Hourly Price Forward Curve (HPFC). READ MORE
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4. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market
University essay from KTH/Fastigheter och byggandeAbstract : In the past decades, real estate has turned into something more than just a home, it has become an investment. The interest to invest in the real estate market has increased from investors but also from private persons where the demand not only is to find a living but also perceived as an investment to make a profit or reinvest in the future. READ MORE
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5. Verification of Risk Algorithm Implementations in a Clearing System Using a Random Testing Framework
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Clearing is keeping track of transactions until they are settled. Standardized derivatives such as options and futures can be cleared through a clearinghouse if you are a clearing member. The clearinghouse step in as an intermediary between trades and manages all occurring counterparty risk. READ MORE
