Sökning: "arbitrage theory"
Visar resultat 1 - 5 av 47 uppsatser innehållade orden arbitrage theory.
1. Spatial Price Equilibrium in the World Natural Gas Market
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : Characteristic for the world natural gas market is that the markets in different continents are not completely integrated. In some cases, this leads to exceptionally large price differences. There are two reasons for this; first the technical difficulties related to shipping natural gas, second the pricing mechanism of the natural gas market. LÄS MER
2. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. LÄS MER
3. Makroekonomiska effekter på den svenska aktiemarknaden - En analys av makroekonomiska variablers påverkan på OMXS30 via Arbitrage Pricing Theory
Kandidat-uppsats,Sammanfattning : The aim of the thesis is to examine the relationship between five macroeconomic variables and the index on the Stockholm Stock Exchange, OMXS30, which includes the 30 most traded companies. The macroeconomic variables include industrial production index, inflation, unemployment, the exchange rate and the two year government bond rate. LÄS MER
4. Car Dealership Markups
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The scope of this analysis is to evaluate what may affect the percentage markup on new and used cars sold by dealerships across the United States. The essay will also take into account shocks to market demand and supply as relevant factors that may affect markup. LÄS MER
5. Option Modelling by Deep Learning
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. LÄS MER