Essays about: "limit stock"

Showing result 1 - 5 of 33 essays containing the words limit stock.

  1. 1. On Predicting Price Volatility from Limit Order Books

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Reza Dadfar; [2023]
    Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Abstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE

  3. 2. Different regulatory regimes and banking crises - The role of moral hazard

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Felix Olsson-Lejon; [2023]
    Keywords : Moral hazard; Bonus regulations; Liquidity regulations; Silicon Valley Bank; Business and Economics;

    Abstract : Since 1988 there have been international attempts to regulate banks with the Basel Rules; despite these international efforts to regulate banks within the Basel Rules, the rules have been insufficient. The financial crisis of 2008 highlighted the importance of regulatory oversight in the banking sector. READ MORE

  4. 3. The Future of Urban Last Mile Deliveries - Not a piece of cake

    University essay from Lunds universitet/Teknisk logistik

    Author : Hannah Renhed; Martina Kylebäck Wennerlöf; [2023]
    Keywords : Urban last mile delivery; customer demands; sustainability; outsourcing; Technology and Engineering;

    Abstract : Urban last mile delivery has become an increasingly relevant topic in this day and age, where the urban population is growing at the same time as climate change forces nations to limit emissions. The demand for fast and flexible deliveries in urban areas accelerates, which further escalates the need to optimize these last mile deliveries since they are the most polluting part of the supply chain. READ MORE

  5. 4. Investigation of portfolio strategies by means of simulation

    University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

    Author : Alexander Schälin; [2022-07-01]
    Keywords : Constant proportion portfolio insurance; Option based portfolio insurance; Irrational fraction brownian motion; Constant elasticity of variance; Ho-Lee; Black- Derman-Toy;

    Abstract : Portfolio insurance strategies are constructed to limit an investors loss but still reward them when the market goes up. In this thesis we compare two portfolio insurance strategies, Constant proportion portfolio insurance (CPPI) and Option based portfolio insurance. READ MORE

  6. 5. How the Stock Market Rewards Green Bond Issuers : A Comparison of the Issuers’ Environmental Profiles

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Eric Rahmberg; Zakrisson Jesper; [2022]
    Keywords : Green bonds; Event study; ESG; Europe; Sustainability; Abnormal Return;

    Abstract : As global warming is becoming a bigger problem, sustainable investments and the issuance of green bonds have increased. In this article, we study the announcement returns of green bond issuers based on the environmental firm effort and the environmental appearance of the sector to see how the European market reacts to different types of issuers. READ MORE