Sökning: "Fredrik Vilhelmsson"

Hittade 2 uppsatser innehållade orden Fredrik Vilhelmsson.

  1. 1. Likviditetseffekt på volatilitetssmilet för aktieoptioner

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Vilhelmsson; [2005]
    Nyckelord :volatilitet; Likviditetseffekt; volatilitetssmile; implicit volatilitet; aktieoptioner; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : Optionshandeln har ökat markant på senare år och detta beror på att investerare vill sprida sina risker. Är optionerna korrekt prissatta eller kan det finnas arbitragemöjligheter? De flesta av investerarna använder sig idag av Black & Scholes formel då de prissätter optioner. LÄS MER

  3. 2. Exchange rate exposure in Swedish firms

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Vilhelmsson; Louise Salomonsson; [2005]
    Nyckelord :Exchange Rate; firm value; risk management; stock value.; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : Research questions: Does the exchange rate influence the value of the stocks in a company? Is the model obtained by Doukas, Hall and Lang’s applicable to the Swedish market? Which further factors, except stock value and exchange rate, should be included in the model to give an accurate result? Does the level of foreign involvement matter? Are the results obtained in this thesis going to differ from the results obtained by Doukas, Hall and Lang’s for the Japanese stock market? Purpose: The purpose of this paper is to apply the model in Doukas, Hall and Lang’s paper (2003), in order to analyze the exchange rate exposure of Swedish firms. Further, we will examine if the foreign involvement and the market value of the firm affect the results. LÄS MER