Sökning: "Malin Vega"

Hittade 1 uppsats innehållade orden Malin Vega.

  1. 1. Optimal Hedging Strategies for OMX Option Portfolios: A Study of Different Strategies for Option Hedging Using the Greeks

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Magnus Grape; Malin Hedman; [2006]
    Nyckelord :Option; Hedging; OMX; The Greeks; Black 76;

    Sammanfattning : The option markets have developed substantially during the past decades ever since the construction of a pricing model for options. After the model had been constructed tools for hedging were gradually developed, usually collectively referred to as the Greeks. LÄS MER