Sökning: "Dispersion Trading"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden Dispersion Trading.

  1. 1. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Albin Irell Fridlund; Johanna Heberlein; [2023]
    Nyckelord :Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

    Sammanfattning : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. LÄS MER

  3. 2. Hur påverkar handel inkomstklyftor och fattigdom inom länder?

    Magister-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :August Gudmundsson; Tobias Hector; [2022]
    Nyckelord :Income gaps; income inequality; income dispersion; absolute poverty; trade openness; Inkomstklyftor; inkomstojämlikhet; inkomstfördelning; absolut fattigdom; handelsöppenhet;

    Sammanfattning : In our thesis we seek the answer to if trade openness has an effect on income gaps within countries. Since different trade flows can have different effects based on who the trading partners are, we disaggregate the trade flows based on these criteria. LÄS MER

  4. 3. Disposition Effect and Time: Are investors increasingly reluctant to realize losses the longer they hold on to a stock?

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Mathias Lien Oskarsson; [2022]
    Nyckelord :Behavioral finance; Disposition effect; Holding period; Gender; Age;

    Sammanfattning : The disposition effect is defined as the notion that investors hold on to losses for too long. In this paper I study how the disposition effect is influenced by the longer the investor holds on to a stock. LÄS MER

  5. 4. Illiquidity and Its Threats - A Study of the U.S. Corporate Bond Market

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Adam Löfquist; Erik Ottosson; [2021]
    Nyckelord :Liquidity; price dispersion; Hui-Heubel liquidity ratio; ILLIQ; TRACE; U.S. corporate bonds; Over-the-Counter market; regression analysis; return modelling; stressed market conditions.; Mathematics and Statistics;

    Sammanfattning : In recent times of market turmoil, liquidity risk has become a big talking point. As certain Swedish fixed income funds, which were advertised as safe investment options, closed for a few trading days in March of 2020 due to the extremely high stress on the market, questions about how illiquidity a↵ects risk and return were asked. LÄS MER

  7. 5. Presence of herd behavior in stock trading : Comparing different business sectors listed on the Swedish Stock Market

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Felix Tejland; [2020]
    Nyckelord :;

    Sammanfattning : This paper investigates the investment behavior among financial market participants. Using the methodology of Cross-Sectional Absolute Deviation (CSAD), focus is on the presence of herd behavior. LÄS MER