Sökning: "Liquidity provider"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Liquidity provider.

  1. 1. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Albin Irell Fridlund; Johanna Heberlein; [2023]
    Nyckelord :Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

    Sammanfattning : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. LÄS MER

  3. 2. Aktielikviditetens roll på den finansiella marknaden : En kvantitativ studie om sambandet mellan aktielikviditet och avkastning

    Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

    Författare :Anna Johansson; Emmy Svensson; [2023]
    Nyckelord :Liquidity; Trading volume; Liquidity provider; Abnormal return; Nasdaq OMX Stockholm; Likviditet; Handelsvolym; Likviditetsgarant; Abnormal avkastning; Nasdaq OMX Stockholm;

    Sammanfattning : Bakgrund: Förutom avkastning och risk är likviditet en väsentlig faktor vid investeringsbeslut och enligt tidigare studier är småbolag mindre likvida än stora bolag. Däremot råder det ej konsensus angående hur sambandet mellan aktielikviditet och aktieavkastning ser ut. LÄS MER

  4. 3. The Need for Speed - The Importance of Low Latency in a High Frequency Trading Environment

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Sofia Ternby; Silvia Tas; [2012]
    Nyckelord :Latency; Speed Arbitrage; Foreign Exchange Market;

    Sammanfattning : With the emergence of algorithmic trading, the importance of low latency has suddenly become a key success factor in capital markets. Many have realized having a "slow" trading system poses a new kind of risk and potential loss. LÄS MER

  5. 4. Likviditetsgaranti ur ett företagsperspektiv

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Martin Lindqvist; Oscar Nordling; [2011]
    Nyckelord :Liquidity providers; Liquidity; Liquidity premium; Multiple case study; Market microstructure;

    Sammanfattning : The aim of this paper is to investigate the underlying motifs leading to the decision to appoint a supplemental liquidity provider and how they vary between companies. As the first study of its kind to take on an internal company perspective, the goal was to broaden the knowledge base of the field and lay ground for further studies. LÄS MER

  7. 5. Future profitability in the online poker industry - A case study of 24hPoker -

    D-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Andreas Karlsson; Karl Ahlberg; [2007-01-26]
    Nyckelord :;

    Sammanfattning : Executive summary During the previous years, poker played on the internet has grown rapidly and companies operating in the industry have made large profits. Although, recently different signs indicates that the industry may face problems in the future. LÄS MER