Sökning: "Erik Höög"

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  1. 1. Modelling prices of in-play football betting

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Erik Höög; [2014]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : Odds in sports betting can be seen as a price on a nancial contract. This Master thesis is a study of live odds in football matches. Movements and transactions in live odds from 1114 matches are investigated using a high frequency data set. The prices are then modeled using a Poisson distribution, and used to create a trading strategy. LÄS MER