Essays about: "thesis currency options"
Showing result 1 - 5 of 9 essays containing the words thesis currency options.
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1. The use of derivatives in corporate risk management - A value adding strategy?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. READ MORE
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2. From Freezing to Seizing? A Critical Analysis of State Immunity in Relation to Seizing Russian Central Bank Assets for Ukraine
University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakultetenAbstract : In response to Russia’s aggression and illegal use of force against Ukraine in 2022, in violation of the UN Charter, the EU and other partners adopted sanctions immobilising or freezing the assets of the National Central Bank of Russia, assets possibly amounting to over €300 billion. The war has caused enormous and incalculable damages to Ukraine and its infrastructure, economy and people. READ MORE
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3. Pricing Currency Options with Bates Model: Analytical Tractability versus Empirical Misspeci cation
University essay from Göteborgs universitet/Graduate SchoolAbstract : In this thesis I complement the results from Bates (1996) wherein a Stochastic Volatility Jump-Di usion model for pricing foreign currency options is introduced and evaluated against USD/DM foreign exchange options. I complement Bates results with two di erent calibration methodologies, nonlinear least-squares and the built-in MATLAB function fmincon, using the same dataset that was used in Bates (1996). READ MORE
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4. Smart window in Sweden : A comparative analysis of an office buildingsimulation model with conventional windows, andelectrochromic windows, based on Miljöbyggnadcertification criteria
University essay from KTH/Tillämpad termodynamik och kylteknikAbstract : The building sector is one of the sectors that consume most energy in Sweden. Sweden aims thereby to reduce energy use in buildings by 20% by 2020 and 50% by 2050. To achieve these goals, more energyefficient buildings must be produced, and more energy-efficient measures must be implemented on existing buildings. READ MORE
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5. Local Volatility Calibration on the Foreign Currency Option Market
University essay from Linköpings universitet/Beräkningsmatematik; Linköpings universitet/Tekniska högskolanAbstract : In this thesis we develop and test a new method for interpolating and extrapolating prices of European options. The theoretical base originates from the local variance gamma model developed by Carr (2008), in which the local volatility model by Dupire (1994) is combined with the variance gamma model by Madan and Seneta (1990). READ MORE