Essays about: "vega"

Showing result 1 - 5 of 46 essays containing the word vega.

  1. 1. Estimation methods for Asian Quanto Basket options

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : David Adolfsson; Tom Claesson; [2019]
    Keywords : Monte Carlo simulation; Estimation; Option; Taylor expansion; Sensitivities; Price interpolation; Grid;

    Abstract : All financial institutions that provide options to counterparties will in most cases get involved withMonte Carlo simulations. Options with a payoff function that depends on asset’s value at differenttime points over its lifespan are so called path dependent options. READ MORE

  2. 2. CEO Incentives and firm risk: in the context of cross-listing

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : William Lennartsson; Harley Ljungdahl; [2019]
    Keywords : CEO compensation; CEO incentives; Stock options; Firm risk; Black-Scholes; Delta; Vega; Agency Theory; Business and Economics;

    Abstract : This research aims to investigate the relation of CEO compensation, especially how the sensitivity of CEO wealth to stock return volatility (vega), but also how the sensitivity of CEO wealth to stock price (delta) affects the risk of the firm. Moreover, these relations are investigated in the context of cross-listing to examine whether there are differences between US-only listed firms and those that are dual listed. READ MORE

  3. 3. Space Transportation and Exploitation Missions offered by the VEGA Transportation System that could reshape the European Space Industry

    University essay from KTH/Farkost och flyg

    Author : Adrian Buzdugan; [2019]
    Keywords : Index Terms—AVIO; VEGA; VTS; VSS; Requirements; Kit approach; Modularity; Mission; Services; Space; Europe.;

    Abstract : The aim of the thesis is to provide the mission requirements for the VEGA Transportation System(VTS), the equivalent of Phase 0 of a space project. The decrease in sizes and masses of the satellites opened the opportunity for the light capability VEGA launchers to contribute and reshape the European space value chain. READ MORE

  4. 4. Numerical and experimental dynamic analyses of the Vega Pedestrian bridge including seasonal effects

    University essay from KTH/Bro- och stålbyggnad

    Author : John Hallak Neilson; [2019]
    Keywords : ;

    Abstract : As timber structures become increasingly relevant and sought after – since they enable improvements in building time while reducing a structure’s life cycle impacts – streamlining their design can have meaningful economic and environmental implications.For timber footbridges, its design is frequently governed by serviceability criteria linked to excessive vibrations. READ MORE

  5. 5. Numerical and experimental dynamic analyses of the Vega Pedestrian bridge including seasonal effects

    University essay from KTH/Bro- och stålbyggnad

    Author : John Peter Hallak Neilson; [2019]
    Keywords : Structural dynamics; Timber structures; Seasonal effects; Asphalt; Footbridges; Arch bridges; Dynamic analysis;

    Abstract : As timber structures become increasingly relevant and sought after – since they enable improvements in building time while reducing a structure’s life cycle impacts – streamlining their design can have meaningful economic and environmental implications. For timber footbridges, its design is frequently governed by serviceability criteria linked to excessive vibrations. READ MORE