Essays about: "futures of stock option"
Found 3 essays containing the words futures of stock option.
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1. Energy Derivatives Pricing
University essay from Tillämpad matematik och fysik (MPE-lab)Abstract : In this paper we examine energy derivatives pricing. The previous studies considered the same source of uncertainty for the spot and the futures prices. We investigate the problem of futures pricing with two independent sources of risk. In general the structure of the oil and gas futures markets is closely related to some stock indices. READ MORE
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2. Arbitrage-free market models for interest rate options and future options: the multi-strike case
University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)Abstract : This work mainly studies modeling and existence issues for martingale models of option markets with one stock and a collection of European call options for one fixed maturity and infinetely many strikes. In particular, we study Dupire's and Schweizer-Wissel's models, especially the latter one. READ MORE
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3. Exchange rate risk in Automobile Industry: An Empirical Study on Swedish, French and German Multinational Companies.
University essay from Handelshögskolan vid Umeå universitetAbstract : 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
