Sökning: "Andreas Blanck"

Hittade 2 uppsatser innehållade orden Andreas Blanck.

1. 1. American Option Price Approximation for Real-Time Clearing

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

   Författare :Andreas Blanck; [2018]
   Nyckelord :Finance; Options; Risk; VaR; Price approximation;

   Sammanfattning : American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. LÄS MER

3. 2. On the Performance of Mean-Risk Portfolio Optimization Strategies

   Kandidat-uppsats, Umeå universitet/Nationalekonomi

   Författare :Andreas Blanck; [2018]
   Nyckelord :;

   Sammanfattning : Finding a portfolio strategy that entails optimal performance and risk diversification may be a complicated task for investors. In this thesis, we explore and evaluate the performances of several non-trivial portfolio optimization strategies, based on various measures of risk, to identify the optimal choice. LÄS MER