Essays about: "futures and option"

Showing result 1 - 5 of 14 essays containing the words futures and option.

  1. 1. Towards Uncertain Futures - Envisioning Scenario Stories of Human Nature Relationships on the High Seas

    University essay from Stockholms universitet/Stockholm Resilience Centre

    Author : Hannah Marlen Lübker; [2022]
    Keywords : High Seas; Uncertainty; Reconnection; Imagination; Transformation; Futures;

    Abstract : The High Seas, the areas of the ocean beyond national jurisdiction, are experiencing a starkincrease in industrial activities, ranging from fishing to deep sea mining to offshore oil and gasextraction. Marine resources are exploited unsustainably and the benefits of this exploitationare shared unequally. READ MORE

  3. 2. Measuring the Risk-neutral Probability Distribution of Equity Index Options

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Dackner; Linus Falk; [2019]
    Keywords : ;

    Abstract : The focus of this master thesis is to develop a model that measures the risk-neutral probability distributionof the future value of a portfolio consisting of options on the S&P 500 index. The cornerstone of the model is an explicit and thorough construction of the local volatility surface. The parametric model of Coleman etal. READ MORE

  4. 3. Worth its salt? : critical analysis of desalination for drinking water supply on Gotland (Sweden)

    University essay from Lunds universitet/LUCSUS

    Author : Irina Sophia Speckhahn; [2017]
    Keywords : sustainability science; water scarcity; political ecology; technoocracy; sustainable development; Social Sciences;

    Abstract : Water is an essential resource for humans as well as the environment and water resources globally are under increasing pressure resulting in local conditions of water scarcity. The tension between increasing water demands and the natural limit to freshwater supply challenges authorities to find solutions that fulfil societal demands and economic purposes without compromising environmental integrity. READ MORE

  5. 4. Information Spillover from VIX Options to VIX Futures: the Information Content of Put-Call Ratio and Implied Volatility Skew

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Giorgio Magagnotti; [2016]
    Keywords : VIX futures; VIX options; put-call ratio; implied volatility skew;

    Abstract : This paper investigates the predictive power of the information content of VIX options with respect to VIX futures. Two sub-samples of variables are used in the analysis: put-call ratios of daily option volumes and spreads among implied volatilities across different moneyness levels, derived from VIX options prices. READ MORE

  6. 5. Crude Volatility - Investigation of the HAR-RV model and Implied volatility in Brent Crude Futures

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Niklas Lindeke; [2015]
    Keywords : Volatility; Brent Crude; Oil; HAR-RV; Implied Volatility; Business and Economics;

    Abstract : This thesis investigates the relationship between the quantitative volatility model HAR-RV and the qualitative volatility implied in the option pricing formula. Using OLS regression with Newey-West to estimate the HAR model, strong predictive characteristics where obtained, as well as observing a very high informational relationship between the two model. READ MORE