Sökning: "Asian Options"

Visar resultat 1 - 5 av 29 uppsatser innehållade orden Asian Options.

  1. 1. Föräldrars konsumentbeteende och matval : En kvalitativ studie om barnfamiljers attityder kring asiatisk mat i Sverige.

    Kandidat-uppsats, Karlstads universitet/Avdelningen för företagsekonomi; Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Sonali Pal; Hafsa Hassan; [2024]
    Nyckelord :Företagsekonomi; Konsumentbeteende;

    Sammanfattning : Abstract: Consumer behaviour develops during different life stages, as emphasized by Solomon et al. (2016). Notably, the transition to parenthood entails significant changes, challenging pre-existing consumption routines and introducing new priorities, especially in terms of dietary habits (Hamilton & White, 2012). LÄS MER

  3. 2. Stochastic Runge–Kutta Lawson Schemes for European and Asian Call Options Under the Heston Model

    Kandidat-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Nicolas Kuiper; Martin Westberg; [2023]
    Nyckelord :Runge–Kutta Lawson scheme; Heston model; Black–Scholes model; Stochastic Differential Equation; Euler–Maruyama scheme; Midpoint scheme; Monte Carlo; European Options; Asian Options; Option pricing.;

    Sammanfattning : This thesis investigated Stochastic Runge–Kutta Lawson (SRKL) schemes and their application to the Heston model. Two distinct SRKL discretization methods were used to simulate a single asset’s dynamics under the Heston model, notably the Euler–Maruyama and Midpoint schemes. LÄS MER

  4. 3. Numerisk prissättning av exotiska optioner

    Kandidat-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Kasper Bågmark; Emil Carlsson; Victor Ebberstein; Nadja Grochevaia; Carl Söderpalm; [2019-06-26]
    Nyckelord :;

    Sammanfattning : This paper examines Asian, lookback and barrier options of European style on the time interval [0; T], where T is the time of maturity. The purpose is to investigate numerical methods to compute their price within the Black-Scholes model. LÄS MER

  5. 4. Estimation methods for Asian Quanto Basket options

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :David Adolfsson; Tom Claesson; [2019]
    Nyckelord :Monte Carlo simulation; Estimation; Option; Taylor expansion; Sensitivities; Price interpolation; Grid;

    Sammanfattning : All financial institutions that provide options to counterparties will in most cases get involved withMonte Carlo simulations. Options with a payoff function that depends on asset’s value at differenttime points over its lifespan are so called path dependent options. LÄS MER

  7. 5. An introduction to Multilevel Monte Carlo with applications to options.

    Kandidat-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Kristofer Cronvald; [2019]
    Nyckelord :Multilevel Monte Carlo; Options; Mathematical finance; Simulation; Stochastic Differential Equations; Computational complexity; Strong convergence; Weak convergence; Euler-Maruyama; Milstein.;

    Sammanfattning : A standard problem in mathematical finance is the calculation of the price of some financial derivative such as various types of options. Since there exists analytical solutions in only a few cases it will often boil down to estimating the price with Monte Carlo simulation in conjunction with some numerical discretization scheme. LÄS MER