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Showing result 1 - 5 of 25 essays matching the above criteria.

  1. 1. The Predictive Power of Implied Volatility in Option Pricing

    University essay from KTH/Matematisk statistik

    Author : Lovisa Berglund; [2023]
    Keywords : Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

    Abstract : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. READ MORE

  3. 2. Business as usual trumps transformation: 1.5°C Businesses not on track

    University essay from Lunds universitet/LUCSUS

    Author : Julia Martin; [2023]
    Keywords : climate policy; business climate action; emissions reduction targets; sustainable business; high-impact; Paris Agreement; sustainbility science; Social Sciences;

    Abstract : Averting catastrophic climate change requires private businesses to reach net zero emissions while staying within 1.5°C of global warming. READ MORE

  4. 3. Valuation in the energy storage sector - an investor perspective

    University essay from Umeå universitet/Företagsekonomi

    Author : Oliver Vasanoja; Alessandro Volpe; [2023]
    Keywords : Energy storage; project finance; sustainable finance; investor rationality; financial valuation; levelized cost of storage; net present value; internal rate of return; payback period; technological maturity;

    Abstract : This study will examine a strategy for evaluating energy storage projects by integrating valuation metrics from finance and the energy sector. Uncertainty is one of the key barriers to investment in the energy sector (Shimbar & Ebrahimi, 2017, p. READ MORE

  5. 4. Modelling trend cycles of a stock in the market through social transmission

    University essay from Mälardalens universitet/Utbildningsvetenskap och Matematik

    Author : Sedigheh Nemati; [2023]
    Keywords : Social finance; Fashion cycles; Stock market; Cultural evolution; Simulation; Population model.;

    Abstract : This project investigates the relationship between social interactions among marketparticipants and the emergence of cyclical trends in stock markets. Two models aredeveloped to capture the interaction dynamics among individuals within the market:a basic model and a model with a price mechanism. READ MORE

  6. 5. Forecasting Stock Prices Using an Auto Regressive Exogenous model

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Måns Hjort; Lukas Andersson; [2023]
    Keywords : Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

    Abstract : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. READ MORE