Essays about: "finansiell matematik."

Showing result 16 - 20 of 48 essays containing the words finansiell matematik..

1. 16. A Model for Estimating Short Interest

   University essay from KTH/Matematisk statistik

   Author : Knut Dahlström; Carl Forssbeck; [2021]
   Keywords : Statistics; applied mathematics; regression; finance; short interest; stock market; Statistik; tillämpad matematik; regression; finans; korta positioner; aktiemarknaden;

   Abstract : The hefty price increases in heavily shorted stocks in the beginning of 2021 indicates that short interest might be an underrated yet important key figure for investors when deciding on whether to take on an investment strategy or not. Most stock exchanges release information regarding the short interest only once a month leaving investors having to make decisions on outdated information. READ MORE

3. 17. Forecasting Price Direction Using Different Sampling Methods

   University essay from KTH/Matematik (Avd.)

   Author : Niklas Mannerskog; [2021]
   Keywords : Applied mathematics; sampling methods; scaling laws; foreign exchange rates; futures; price direction; directional change; Tillämpad matematik; samplingsmetoder; skallagar; valutapar; terminer; prisriktning; directional change;

   Abstract : To extract usable information from financial data the prices of financial instruments must be summarized in an efficient manner. Typically price quotes are sampled at discrete and equidistant points in time to create a time series of prices at fixed times. READ MORE

4. 18. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model

   University essay from KTH/Matematisk statistik

   Author : Robin Nordström; Sepand Tabari; [2021]
   Keywords : Applied Mathematics; Financial Mathematics; Option Pricing; Binomial Option Pricing Model; Basket Option; Delta Neutrality; Data Analysis; Tillämpad Matematik; Finansiell Matematik; Optionsprissättning; Binomialmodellen; Korgoption; Deltaneutralitet; Dataanalys;

   Abstract : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. READ MORE

5. 19. Accuracy of Risk Measures For Black Swan Events

   University essay from KTH/Matematisk statistik

   Author : Viktor Barry; [2021]
   Keywords : Black swans; value at risk; conditional value at risk; monte carlo simulation; financial mathematics; risk analysis; financial risk; Black Swan; value at risk; conditional value at risk; monte carlo-simulering; finansiell matematik; riskanalys; finansiell risk;

   Abstract : This project aims to analyze the risk measures Value-at-Risk and Conditional-Value-at-Risk for three stock portfolios with the purpose of evaluating each method's accuracy in modelling Black Swan events. This is achieved by utilizing a parametric approach in the form of a modified (C)VaR with a Cornish-Fisher expansion, a historic approach with a time series spanning ten years and a Markov Monte Carlo simulation modeled with a Brownian motion. READ MORE

6. 20. Determining the impact of ESG metrics on the financial performance of public Nordic companies

   University essay from KTH/Matematisk statistik

   Author : Tom Hagéus; Malin Nyhrén; [2021]
   Keywords : Sustainability; ESG score; ESG metric; ESG data; Financial Performance; Multiple Linear Regression; Nordic Market; ROA; Tobin’s Q; Refinitiv; Statistics; Applied Mathematics; Hållbarhet; ESG-betyg; ESG-mått; ESG-data; Finansiell Prestation; Multipel Linjär Regression; Nordisk Marknad; ROA; Tobin’s Q; Refinitiv; Statistik; Tillämpad Matematik;

   Abstract : The use of sustainability within the investment community is becoming increasingly common. More specifically, investors are now more than ever leaning towards ESG scores as a way of incorporating a more holistic approach when making investment decisions. READ MORE