Sökning: "Equity Derivatives"
Visar resultat 1 - 5 av 18 uppsatser innehållade orden Equity Derivatives.
1. Rare Earth Metals' Resiliency and Volatility Spillover Effects : A Critical Supply Assessment for Western Technologies From a Risk Management Perspective
Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : This paper explores the relationship between Chinese rare earth metals (REMs) and the industries in the U.S and Europe that heavily rely on them. LÄS MER
2. Parameter Stability in Additive Normal Tempered Stable Processes for Equity Derivatives
Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikationSammanfattning : This thesis focuses on the parameter stability of additive normal tempered stable processes when calibrating a volatility surface. The studied processes arise as a generalization of Lévy normal tempered stable processes, and their main characteristic are their time-dependent parameters. LÄS MER
3. Finansiella instrument : En rättsekonomisk analys av värdepappersmarknadens grundläggande rättshandlingar
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Juridiska institutionenSammanfattning : This thesis evaluates and constructs a general, product-neutral legal concept and model of financial instruments, as opposed to the product-dependent definitions currently employed in contemporary capital markets law. Through a combination of law and economics perspectives, legal history, and comparative analysis, the study examines the various types of financial instruments currently and previously in use. LÄS MER
4. Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. LÄS MER
5. Hedging Foreign Exchange Exposure in Private Equity Using Financial Derivatives
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis sets out to examine if and how private equity funds should hedge foreign exchange exposure. To our knowledge the field of foreign exchange hedging within private equity, from the private equity firms’ point of view, is vastly unexplored scientifically. LÄS MER