Sökning: "KTH hedge fund"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden KTH hedge fund.

1. 1. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Robin Nordström; Sepand Tabari; [2021]
   Nyckelord :Applied Mathematics; Financial Mathematics; Option Pricing; Binomial Option Pricing Model; Basket Option; Delta Neutrality; Data Analysis; Tillämpad Matematik; Finansiell Matematik; Optionsprissättning; Binomialmodellen; Korgoption; Deltaneutralitet; Dataanalys;

   Sammanfattning : 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

3. 2. Aiding financial operators when completing daily tasks

   Master-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)

   Författare :Louise Wikstén; [2017]
   Nyckelord :Reminders; to-dos; task management; visual attention; user evaluation;

   Sammanfattning : The engagement in multiple activities in the workplace leads to the challenge of managing several tasks. When managing multiple tasks, it may be difficult to remember to complete all tasks. Within an operations team at a hedge fund, there are demands that all trades are reported by the end of the day to the correct prime brokerage. LÄS MER

4. 3. Do hedge funds yield greater risk-adjusted rate of  returns than mutual funds?A quantitative study comparing hedge funds to mutual funds and hedge fund strategies

   Kandidat-uppsats, KTH/Matematisk statistik; KTH/Matematik (Avd.)

   Författare :Oscar Börjesson; Sebastian Rezwanul HaQ; [2014]
   Nyckelord :Hedge fund; absolute returns; hedge fund strategies; regression analysis; mutual funds; risk-adjusted return; Sharpe ratio; Effective market hypothesis; Hedgefond; absolutavkastning; hedgefondsstrategier; regressionsanalys; aktiefond; riskjusterad avkastning; Sharpekvot; Effektiva marknadsteorin;

   Sammanfattning : In recent times, the popularity of hedge funds has undoubtedly increased. There are shared opinions on whether hedge funds generate absolute rates of returns and whether they provide a strong alternative investment to mutual funds. LÄS MER

5. 4. Mathematical Analysis of Peformance Fees with High-Water Mark

   Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

   Författare :Viktor Karlström; [2013]
   Nyckelord :High-water mark; Performance fee; Management fee; Hedge fund;

   Sammanfattning : Abstract Purpose – The purpose of this thesis is to give the investors a better understanding on how to interpret the costs of funds with performance fee with high-water mark and give some guidelines when comparing funds with different fee structures, i.e. mutual funds and hedge funds. LÄS MER

7. 5. Hedge fund strategies on the Swedish market- Absolute return despite market fluctuation?

   M1-uppsats, KTH/Fastigheter och byggande

   Författare :Christian Christian Strömbäck; [2013]
   Nyckelord :Hedge funds; hedge fund strategies; absolute return; Hedgefonder; hedgefondstrategier; absolut avkastning;

   Sammanfattning : An alternative form of investing that has grown steadily during turbulent economic conditions is the decision to invest in Hedge funds. Hedge funds differ from mutual funds by achieving absolute returns, meaning that the funds use complex investment strategies in order to achieve positive returns regardless of the performance of the stock market. LÄS MER