Sökning: "nancial engineering"

Hittade 3 uppsatser innehållade orden nancial engineering.

1. 1. Investor Targeting

   M1-uppsats, Lunds universitet/Produktionsekonomi

   Författare :Fredrik Hansson; Olof Wikman; [2017]
   Nyckelord :Investor targeting; nancing method; nancing process; Technology and Engineering;

   Sammanfattning : Introduction: New technology has allowed for alternative nancing methods to arise. In equity crowdfunding anyone is allowed to invest in unlisted growth companies through an online platform, which gives companies access to previously unavailable capital and allows individuals to take part of the company's journey earlier on. LÄS MER

3. 2. A mean-variance Portfolio Optimizing Trading Algorithm using regime-switching Economic Parameters

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Jacob Blomgren; [2016]
   Nyckelord :nancial engineering; algorithmic trading; portfolio optimiza- tion; mean-variance criterion; regime-switching; quadratic programming; hid- den markov model; Mathematics and Statistics;

   Sammanfattning : In this master's thesis a model of algorithmic trading is constructed. The model aims to create an optimal investment portfolio consisting of a risk-free asset and a risky asset. The risky asset is in the form of a stock generated using regime-switching parameters with a Markov chain explaining the state of the economy. LÄS MER

4. 3. Prudent Valuation & Model Risk Quantification

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Erik Kivilo; Carl Olofsson; [2014]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : This paper is a master's thesis by Erik Kivilo and Carl Olofsson at the Faculty of Engineering (LTH) at Lund University. The research and writing took place during the fall of 2014 under the supervision of Magnus Wiktorsson at the Division of Mathematical Statistics at Lund University, and Per Thastrom at EY, Copenhagen. LÄS MER