Sökning: "Gustav Hallqvist"

Hittade 2 uppsatser innehållade orden Gustav Hallqvist.

  1. 1. Hedging European options under a jump-diffusion model with transaction costs

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Simon Evaldsson; Gustav Hallqvist; [2014-07-23]
    Nyckelord :;

    Sammanfattning : This thesis investigates the performance of hedging strategies when the underlying asset is governed by Merton (1976)’s jump-diffusion model. We hedge a written European call option and analyse the performance through simulation of stock prices. LÄS MER

  3. 2. Sveriges bostadsmarknad - Befinner vi oss i en prisbubbla?

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Astrid Hägerdal; Gustav Hallqvist; [2012-06-19]
    Nyckelord :bostadsbubbla; prisbubbla; bostadsmarknad; prisutveckling; bolånetak; Stockholm; indikatorer;

    Sammanfattning : This bachelor thesis aims to analyse the Swedish mortgage market and investigate whether it is in a current price bubble or not. Comparisons have been made with Denmark, a country with a market similar to Sweden’s, and where the mortgage market faced a price bubble that crashed in 2008. LÄS MER