Sökning: "Tobias Brodd"

Hittade 2 uppsatser innehållade orden Tobias Brodd.

1. 1. Modeling the Relation Between Implied and Realized Volatility

   Master-uppsats, KTH/Matematisk statistik

   Författare :Tobias Brodd; [2020]
   Nyckelord :Volatility; implied volatility; realized volatility; machine learning; applied mathematics; financial mathematics; neural networks; ann; lstm; ar; har; ornstein uhlenbeck; Volatilitet; implicit volatilitet; realiserad volatilitet; maskininlärning; tillämpad matematik; finansiell matematik; neurala nätverk; ann; lstm; ar; har; ornstein uhlenbeck;

   Sammanfattning : Options are an important part in today's financial market. It's therefore of high importance to be able to understand when options are overvalued and undervalued to get a lead on the market. LÄS MER

3. 2. Monte Carlo Simulations of Stock Prices : Modelling the probability of future stock returns

   Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Tobias Brodd; Adrian Djerf; [2018]
   Nyckelord :monte carlo; simulations; finance; modelling; geometric brownian motion; random walks; stock prices; probability theory; monte carlo; simuleringar; finans; modellering; geometric brownian motion; random walks; aktiekurser; sannolikhetsteori;

   Sammanfattning : The financial market is a stochastic and complex system that is challenging to model. It is crucial for investors to be able to model the probability of possible outcomes of financial investments and financing decisions in order to produce fruitful and productive investments. LÄS MER