Sökning: "Volatility"

Visar resultat 36 - 40 av 1351 uppsatser innehållade ordet Volatility.

  1. 36. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Samuel Rosén; [2023]
    Nyckelord :HQH; Heston Queue Hawkes; Option Pricing; jump diffusion;

    Sammanfattning : Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. LÄS MER

  3. 37. There Is Nothing Certain But The Uncertain

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Hannes Thorstensson; Carl Tjernberg; [2023]
    Nyckelord :Uncertainty; Vol-of-vol; Ambiguity; Asset Pricing; Business and Economics;

    Sammanfattning : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. LÄS MER

  4. 38. En kvantitativ studie om hur kapitalstrukturen för fastighetsbolag i Sverige påverkas av en låg- respektive högkonjunktur

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Brandon Bittar; Jenny Larsson; [2023]
    Nyckelord :Capital structure; economic situation; residential rental companies; commercial rental companies; trade-off theory; pecking order theory; Kapitalstruktur; konjunkturläge; bostadhyresbolag; lokalhyresbolag; trade-off teori; pecking order teori;

    Sammanfattning : For a significant amount of time, companies have relied on both external and internal capital to finance their operations. In this process, prioritization plays a pivotal role. When facing difficulties for internal capital, companies opt to seek external capital in terms of debt financing. LÄS MER

  5. 39. Decomposing Import Price Inflation in the EU

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Författare :Isak Skaghammar; Johannes Reuterwall; [2023]
    Nyckelord :Import price inflation; decomposition; supply and demand; Business and Economics;

    Sammanfattning : This thesis examines what drives import price inflation in the EU by decomposing it into supply and demand driven inflation. The decomposition is done by using product level import data retrieved from Eurostat. The paper examines the period from 2019-01 to 2023-01 which captures events such as the Covid-19 and the war in Ukraine. LÄS MER

  7. 40. Dynamic modelling of electricity arbitrage for single-family homes : Assessing the cost-effectiveness of implementing Energy Storage and Demand-Side Load Management.

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för byggd miljö och energiteknik (BET)

    Författare :Ahmed Ali; [2023]
    Nyckelord :Electricity arbitrage trading; intraday electricity market; energy storage system; demand-side load management; single-family homes; Nord Pool; building performance simulation IDA Indoor Climate and Energy ; financial modelling.;

    Sammanfattning : In the context of electricity, arbitrage trading involves taking advantage of existing price variations within electricity markets. The report conducted financial modelling for energy storage systems and demand-side load management for electricity arbitrage trading in single-family homes. LÄS MER