Sökning: "Nadja Grochevaia"

Hittade 2 uppsatser innehållade orden Nadja Grochevaia.

1. 1. Numerisk prissättning av exotiska optioner

   Kandidat-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

   Författare :Kasper Bågmark; Emil Carlsson; Victor Ebberstein; Nadja Grochevaia; Carl Söderpalm; [2019-06-26]
   Nyckelord :;

   Sammanfattning : This paper examines Asian, lookback and barrier options of European style on the time interval [0; T], where T is the time of maturity. The purpose is to investigate numerical methods to compute their price within the Black-Scholes model. LÄS MER

3. 2. Study of the Weak-form Efficent Market Hypothesis - Evidence from the Chinese stock market

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

   Författare :Nadja Grochevaia; John Hang; [2016-04-19]
   Nyckelord :market efficiency; efficient market hypothesis; weak-form efficiency; random walk; Chinese stock market; variance ratio test; daily calendar effect;

   Sammanfattning : This paper examines the Chinese stock market efficiency through validation of the weak-form efficient market hypothesis of the Shanghai and Shenzhen stock exchanges. Also, the paper attempts to determine the presence of daily calendar effects on the Chinese stock market. LÄS MER