Sökning: "call options"

Visar resultat 1 - 5 av 91 uppsatser innehållade orden call options.

  1. 1. Scaling up and down with circular economy

    Master-uppsats, Lunds universitet/Institutionen för arkitektur och byggd miljö

    Författare :Ríkardur Már Ellertsson; [2024]
    Nyckelord :Circular economy; home ownership; design for disassembly; Flexible construction; Arts and Architecture;

    Sammanfattning : This project commences with a personal reflection. I, the author, find myself on the verge of completing my academic journey and embarking on the pursuit of an independent life. This involves securing employment and establishing a place to call home, with the ultimate goal of starting a family. LÄS MER

  3. 2. Energikrisen, intet nytt Könsföreställningar och könsroller så som de kommer till uttryck i svenska energisparkampanjen under 1970-talet

    Master-uppsats,

    Författare :Ida Ahlstrand; [2023-11-20]
    Nyckelord :energy-saving; gender roles; image studies; oil crisis; 1970s;

    Sammanfattning : The primary aim of this essay has been twofold. First, to study how gender and gender roles are portrayed in the Swedish energy advertising campaign at the time of the oil crisis, and second, to analyze whether the public’s energy saving, as it can be mapped based on survey responses, shows differences depending on gender. LÄS MER

  4. 3. Covered Call on an Index - A Comparative Study of Two Strategies

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Karin Carlsson; [2023-06-29]
    Nyckelord :Index Options; Covered Calls; Monte Carlo; Utility;

    Sammanfattning : This thesis undertakes a comparative analysis of two ways of performing a covered call strategy on a dual asset index. The distinguishing factor between the two approaches pertains to the writing of the call options, where one approach involves writing the call option on the entire index, while the other involves writing options on each asset within the index separately. LÄS MER

  5. 4. Credit Exposure Modelling Using Differential Machine Learning

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Måns Karp; Samuel Wagner; [2023]
    Nyckelord :Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Sammanfattning : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. LÄS MER

  7. 5. The Predictive Power of Implied Volatility in Option Pricing

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Lovisa Berglund; [2023]
    Nyckelord :Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

    Sammanfattning : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. LÄS MER