Essays about: "valutakurser"

Showing result 1 - 5 of 9 essays containing the word valutakurser.

  1. 1. A Study of Risk Factor Models: Theoretical Derivations and Practical Applications

    University essay from KTH/Matematik (Avd.)

    Author : Yuanlin Dong; [2023]
    Keywords : interest rates; foreign exchange rates; models; counterparty credit risk; räntor; valutakurser; modeller; motpartsrisk;

    Abstract : This thesis provides an end-to-end picture of the modelling of interest rates and Foreign Exchange (FX) rates. We start by defining the FX rates and the interest rates. After having a good understanding of the basics, we take a deep dive into the approaches commonly used to model interest rates and FX rates respectively. READ MORE

  3. 2. Preparing for Takeoff in the Payment Industry : Co-opetition as Value Creation

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Francesca Bern; Othilia Österling; [2020]
    Keywords : Instant Payments; Cross-currency; Future Payments; Co-opetition; Network Effects; Realtidsbetalnigar; Multivalutor; Framtidens betalningar; Co-opetition; Nätverkseffekter;

    Abstract : The world is moving towards real-time – and so are payments. A global transformation of payments is lying ahead, and the future offers instant payments in multiple currencies, around the clock, every day of the year. READ MORE

  4. 3. Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange

    University essay from KTH/Matematisk statistik

    Author : Simon Carlsson; Erik Allgårdh; [2020]
    Keywords : Regression analysis; trading volume; number of trades; applied mathematics; exchange-traded products; bachelor thesis; NDX; Regressionsanalys; handelsvolym; antal avslut; tillämpad matematik; börshandlade produkter; kandidatexamensarbete; NDX;

    Abstract : This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. READ MORE

  5. 4. Algorithmic Trading and Prediction of Foreign Exchange Rates Based on the Option Expiration Effect

    University essay from KTH/Matematisk statistik

    Author : Sina Mozayyan Esfahani; [2019]
    Keywords : Option expiration effect; option relevance coefficient; algorithmic trading; time series analysis; GARCH-X.; Effekten av optioners förfall; optionsrelevanskoefficient; algoritmisk handel; tidsserieanalys; GARCH-X.;

    Abstract : The equity option expiration effect is a well observed phenomenon and is explained by delta hedge rebalancing and pinning risk, which makes the strike price of an option work as a magnet for the underlying price. The FX option expiration effect has not previously been explored to the same extent. READ MORE

  6. 5. Hedging Foreign Exchange Exposure in Private Equity Using Financial Derivatives

    University essay from KTH/Matematisk statistik

    Author : Filip Kwetczer; Carl Åkerlind; [2018]
    Keywords : Private Equity; Foreign Exchange Exposure; Hedging; Black-Scholes Model; Financial Derivatives; Private Equity; Valutaexponering; Hedging; Black-Scholes Modell; Finansiella Derivat;

    Abstract : This thesis sets out to examine if and how private equity funds should hedge foreign exchange exposure. To our knowledge the field of foreign exchange hedging within private equity, from the private equity firms’ point of view, is vastly unexplored scientifically. READ MORE