Sökning: "Asima Saleemi"

Hittade 2 uppsatser innehållade orden Asima Saleemi.

  1. 1. Volatility Forecasting of an Optimal Portfolio

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

    Författare :Asima Saleemi; [2022]
    Nyckelord :Optimal Portfolio; Volatility modelling and Forecasting; Minimum Variance; ARCH model; GARCH Model; GJR-GARCH Model;

    Sammanfattning : This thesis aims to construct an optimal portfolio and model as well as forecast its volatility. The performance of the optimal portfolio is then compared to two benchmarks, namely, an equally weighted portfolio and the market index SP 500. The volatility is estimated by employing two GARCH-type models known as standard GARCH, and GJR-GARCH. LÄS MER

  3. 2. Finite Difference Methods for the Black-Scholes Equation

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

    Författare :Asima Parveen Saleemi; [2020]
    Nyckelord :Option pricing; Generalised Black-Scholes model; Finite difference methods; Stability; Convergence; Numerical solution;

    Sammanfattning : Financial engineering problems are of great importance in the academic community and BlackScholes equation is a revolutionary concept in the modern financial theory. Financial instruments such as stocks and derivatives can be evaluated using this model. Option evaluation, is extremely important to trade in the stocks. LÄS MER