Essays about: "options uncertainty"

Showing result 21 - 25 of 67 essays containing the words options uncertainty.

  1. 21. An Analysis of Markov Regime-Switching Models for Weather Derivative Pricing

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Fredrik Gerdin Börjesson; [2021]
    Keywords : Weather derivatives; temperature modeling; Markov switching models; Lévy processes; expectation-maximization algorithm; generalized hyperbolic distributions; Monte Carlo simulation;

    Abstract : The valuation of weather derivatives is greatly dependent on accurate modeling and forecasting of the underlying temperature indices. The complexity and uncertainty in such modeling has led to several temperature processes being developed for the Monte Carlo simulation of daily average temperatures. READ MORE

  3. 22. Optimal Time-Varying Cash Allocation

    University essay from KTH/Matematisk statistik

    Author : David Olanders; [2020]
    Keywords : Statistics; Applied Mathematics; Optimization; Cash Allocation; Network Theory; Mixed Integer Linear Program; Transaction Costs; Branch-and-Cut; Statistik; tillämpad matematik; optimering; kapitalallokering; nätverksteori; Mixed Integer Linear Program; transaktionskostnader; Branch-and-Cut;

    Abstract : A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. READ MORE

  4. 23. Optimization of option pricing : - Variance reduction and low-discrepancy techniques

    University essay from Umeå universitet/Företagsekonomi

    Author : Julia Larsson; [2020]
    Keywords : ;

    Abstract : In recent years, the importance and the interest in financial instrument especially derivatives have increased. The Nobel Prize in Economics 1997 was dedicated to Black & Scholes for their work with finding a new method that estimates option prices for Plain Vanilla Options. READ MORE

  5. 24. Exploring financial decisions in Swedish commercial real estate : How the question of added flexibility in the real estate product is handled in practice

    University essay from KTH/Fastigheter och byggande

    Author : Matthis Niklas Schilke; [2020]
    Keywords : Flexibility; adaptability; commercial real estate; financial investments; decision making; Flexibilitet; anpassningsbarhet; kommersiella fastigheter; finansiella investeringar; beslutsfattande;

    Abstract : This thesis explores how the question of added flexibility in the real estate product is handled by Swedish commercial real estate developers. Theoretically this problem can be solved with a real options approach. Traditionally the use of real options analysis in practice in commercial real estate has been limited. READ MORE

  6. 25. Transaktionskostnaders påverkan på inställningen till prissäkringsstrategier : en studie av gårdar med storskalig spannmålsproduktion

    University essay from SLU/Dept. of Economics

    Author : Carl-Magnus Albertsson; Mathias Ågren; [2020]
    Keywords : beslutsprocess; forwardkontrakt; futureskontrakt; prissäkring; transaktionskostnader;

    Abstract : Agricultural businesses are exposed to many risk factors. For grain producers there are substantial risks which may affect income and costs. One way for producers to protect themselves is by hedging, which will help to stabilize income earnings. Futures- and forward contracts is one way for producers to do that. READ MORE