Essays about: "master thesis on financial markets"

Showing result 1 - 5 of 32 essays containing the words master thesis on financial markets.

1. 1. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model

   University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

   Author : Samuel Rosén; [2023]
   Keywords : HQH; Heston Queue Hawkes; Option Pricing; jump diffusion;

   Abstract : Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. READ MORE

3. 2. An Artificial Neural Network Approach to Algorithmic Trading

   University essay from Lunds universitet/Matematisk statistik

   Author : Timmie Bengtsson; [2023]
   Keywords : Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

   Abstract : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. READ MORE

4. 3. Powering up profits - Integrating Power Purchase Agreements and Battery Systems for Nordic Power Futures

   University essay from Lunds universitet/Institutionen för energivetenskaper

   Author : William Thorwaldson; Ellen Jinglöv; [2023]
   Keywords : Power Purchase Agreements; Financial Power Trading; Battery Energy Storage Systems; Power Futures; Technology and Engineering;

   Abstract : This master’s thesis aims to assess the profitability and the factors impacting the profitability of entering a short position in financial derivative contracts on the Nordic power market while procuring electricity through a pay-as-produced power purchase contract and on the day-ahead (DA) market, simultaneously the strategy utilizes a battery storage system to mitigate the effects of price spikes. The research adopted a mixed-method approach by combining quantitative analysis with qualitative findings. READ MORE

5. 4. Artificial Intelligence for Option Pricing

   University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

   Author : Emil Hietanen; [2022-06-19]
   Keywords : Options; calls; puts; pricing; artificial neural networks; models; volatility; comparison;

   Abstract : This thesis addresses the issue of vulnerable underlying assumptions used in option pricing methodology. More precisely; underlying assumptions made on the financial assets and markets make option pricing theory vulnerable to changes in the financial framework. READ MORE

6. 5. Real Estate M&A Motives : A Study of the Swedish Real Estate Market

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Disa Lindbohm; John Österholm; [2022]
   Keywords : M A; Real Estate; Financing; Consolidation; Transactions; M A; Fastigheter; Finansiering; Konsolidering; Transaktioner;

   Abstract : In the aftermath of the Covid-19 pandemic, the economy has been in a state of recovery. A far-reaching recovery could be observed in 2021, as economic activities, financial markets and industries showed positive growth throughout the year. READ MORE