Sökning: "European put option"
Visar resultat 1 - 5 av 32 uppsatser innehållade orden European put option.
1. Life cycle assessment on sodium-ion cells for energy storage systems : A cradle-to-gate study including 16 environmental perspectives, focusing on climate change impact
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : Because of the changing energy supply landscape, with the transition towards renewable energy, an emerging demand for energy storage systems (ESS) is expected in the near future. Battery energy storage is promising to contribute to mitigate the greenhouse gas emissions, but face issues considering resource use (IEA, 2023; IRENA, 2022). LÄS MER
2. Integrera eller konkurrera? En rättsvetenskaplig studie om EU:s möjligheter att använda differentierad integration för att åstadkomma samarbete på området för digital beskattning
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakultetenSammanfattning : National and international tax systems face significant challenges due to the digitalisation of the economy. The European Union (EU) argues that these challenges must be met with solutions at union level that involve all Member States. LÄS MER
3. Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The problem of pricing American stock options is far more complex than pricing European options due to the possibility of early execution. This feature means that the decision to either hold on to the option or exercising it early must be continually evaluated, leading to closed form solutions such as the Black-Scholes Formula to not be applicable on American options written on dividend paying assets. LÄS MER
4. LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : On the financial markets, there are a large number of financial instruments. Two of these instruments is the European and Bermudan option, where the Bermudan option can be seen as a discrete version of the American option. Meaning, if one can price the Bermudan option one can also estimate the price of an American option. LÄS MER
5. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. LÄS MER