Sökning: "Aleksandra Zhang"

Hittade 2 uppsatser innehållade orden Aleksandra Zhang.

  1. 1. Are Banks in Switzerland Too-Big-To-Fail?

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Aleksandra Mraovic; Qian Zhang; [2014]
    Nyckelord :Too-big-to-fail; Credit Default Swaps; CreditGrades model; Structural model; Business and Economics;

    Sammanfattning : Too-big-to-fail has been a subject of controversy and has gained much attention in the course of the sub-prime financial crisis 2007-2009. Subjects related under this topic for instance are usually about the excessive risk taken by the government, and moral hazard. LÄS MER

  3. 2. Valuation of Asian Options-with Levy Approximation

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Qian Zhang; Aleksandra Mraovic; [2014]
    Nyckelord :Asian options; Monte Carlo simulation; constant volatility; stochastic volatility; Business and Economics;

    Sammanfattning : Asian options are difficult to price analytically. Even though they have attracted much attention in recent years, there is still no closed-form solution available for pricing the arithmetic Asian options, because the distribution of the density function is unknown. LÄS MER