Sökning: "Nadezda Sergeeva"
Hittade 1 uppsats innehållade orden Nadezda Sergeeva.
1. The feedback effects in illiquid markets, hedging strategies of large traders
Magister-uppsats, Sektionen för lärarutbildning (LUT)Sammanfattning : The master thesis is devoted to an analysis of equilibrium or reaction-function models in illiquidity markets of derivatives. The main equation is a nonlinear equation which is a perturbation of Black-Scholes model. By using analytical methods we study invariant and scaling properties for the considered model. . LÄS MER
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